Decomposition Algorithm Based on the Primal-Dual Approximation

Nurminski, E.A. ORCID: https://orcid.org/0000-0002-7236-6955 (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.

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