Convergence and Numerical Expirements with a Decomposition Algorithm

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2020 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2020 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2020 archive 351 disk0/00/00/20/07 2016-01-15 01:51:44 2021-08-27 17:10:54 2016-01-15 01:51:44 monograph show 2 Nurminski E.A. AL0295 0000-0002-7236-6955 Convergence and Numerical Expirements with a Decomposition Algorithm pub iis_met iis_mod prog_sds This paper gives a proof of convergence of a decomposition algorithm for solution of an optimization model consisting of two submodels. The submodels are represented by separate mathematical programming problems and are linked by dependence on common variables. The method for coordinating the activities of submodels, in order to reach an overall optimum, is based on the approximation of the original problem, which can be interpreted as the direct exchange of proposals between submodels. Computational improvements in comparison with the conventional master-subproblems schemas are shown. 1982-01 published WP-82-008 WP-82-008 2250 public working_paper IIASA, Laxenburg, Austria 26 FALSE info:eu-repo/semantics/book