Using central prices in the decomposition of linear programs

DOI10.1016/0377-2217(93)90129-BMaRDI QIDQ684317zbMATH OpenFDO

Authors Jean-Louis Goffin, Alain Haurie, Jean-Philippe Vial, Daoli Zhu

Publication date 14 September 1993

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

Full work available at URL https://doi.org/10.1016/0377-2217(93)90129-B

zbMATH Keywords

analytic centreconvex nondifferentiable optimizationcutting planeDantzig-Wolfe algorithmdecomposition

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05)

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Cites work

• A new polynomial-time algorithm for linear programming
• Cutting planes and column generation techniques with the projective algorithm
• Decomposition and Nondifferentiable Optimization with the Projective Algorithm
• scientific article; zbMATH DE number 3972641 (Why is no real title available?)
• scientific article; zbMATH DE number 3356467 (Why is no real title available?)
• On the computation of weighted analytic centers and dual ellipsoids with the projective algorithm
• Partitioning procedures for solving mixed-variables programming problems
• The Cutting-Plane Method for Solving Convex Programs
• The Decomposition Algorithm for Linear Programs
• Two-Metric Projection Methods for Constrained Optimization

Cited in

(15)

• A unified approach for price directive decomposition procedures in integer programming
• Using an interior point method for the master problem in a decomposition approach
• An interior point method in Dantzig-Wolfe decomposition
• Experimental behavior of an interior point cutting plane algorithm for convex programming: An application to geometric programming
• Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
• A Lagrangian relax-and-cut approach for the two-stage capacitated facility location problem
• Scenario analysis via bundle decomposition
• A cutting plane method for solving KYP-SDPs
• scientific article; zbMATH DE number 3858840 (Why is no real title available?)
• A stabilized structured Dantzig-Wolfe decomposition method
• Decomposition and Nondifferentiable Optimization with the Projective Algorithm
• scientific article; zbMATH DE number 177100 (Why is no real title available?)
• A simple modification of dantzig-wolfe decomposition
• Convergence behavior of decomposition algorithms for linear programs
• A branch-and-price algorithm for the capacitated facility location problem

Describes a project that uses

Uses Software

• ACCPM

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