Cross decomposition applied to the stochastic transportation problem

DOI10.1016/0377-2217(84)90131-0MaRDI QIDQ799587zbMATH OpenOpenAlexFDO

Authors Kaj Holmberg, Kurt Jörnsten

Publication date 1984

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(84)90131-0

zbMATH Keywords

Computational resultscross decomposition methodFrank-Wolfe algorithmlarge-scale test problemsnetworksseparable programmingstochastic transportation problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Integer programming (90C10) Stochastic programming (90C15)

Review text

The cross decomposition method for integer programming applied to the stochastic transportation problem exploits the simple structure of the subproblems corresponding both to the Benders and the Dantzig-Wolfe decomposition methods. Computational results are given for a number of large-scale test problems and the efficiency of the method is compared with the Frank-Wolfe and separable programming methods for the stochastic transportation problem.

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Cites work

• Computational aspects of two-segment separable programming
• Cross decomposition for mixed integer programming
• scientific article; zbMATH DE number 3668330 (Why is no real title available?)
• scientific article; zbMATH DE number 3286662 (Why is no real title available?)
• On the choice of step size in subgradient optimization
• Stochastic transportation problems and other newtork related convex problems

Cited in

(17)

• Linear mean value cross decomposition: A generalization of the Kornai- Liptak method
• Partial linearization methods in nonlinear programming
• Quasi-linear stochastic programming model based on expectation and variance and its application in transportation problem
• A new cross decomposition method for stochastic mixed-integer linear programming
• Design of a distribution network using primal-dual decomposition
• Efficient decomposition and linearization methods for the stochastic transportation problem
• A cross decomposition algorithm for a multiproduct-multitype facility location problem
• A two-stage stochastic transportation problem with fixed handling costs and a priori selection of the distribution channels
• A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
• A hybrid approach of bundle and Benders applied large mixed linear integer problem
• Stochastic fractional programming approach to a mean and variance model of a transportation problem
• scientific article; zbMATH DE number 527371 (Why is no real title available?)
• scientific article; zbMATH DE number 2154248 (Why is no real title available?)
• On the convergence of cross decomposition
• A transportation planning problem with transfer costs in uncertain environment
• On the resemblance between the Kornai-Liptak and cross decomposition techniques for block-angular linear programs
• A comparison of feasible direction methods for the stochastic transportation problem

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