Decomposition Algorithm Based on the Primal-Dual Approximation

Nurminski EA (1982). Decomposition Algorithm Based on the Primal-Dual Approximation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-82-046

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Abstract

A decomposition algorithm based on the simultaneous approximation of the primal and dual forms of an optimization problem is proposed. This approach makes maximum use of the primal-dual information available during solution of the decomposed problem, speeds up the convergence, and provides upper and lower bounds for the optimum.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:51
Last Modified: 14 Aug 2016 22:28
URI: http://pure.iiasa.ac.at/1970

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