Abstract
We describe a simple modification of the Dintzig-wolfe decomposition method for nonlinear programming problems, consisting of including an additional column in the master problem, which immediately improves the bound obtained. We investigate the consequences of this modification and can directly give the optimal primal solution and one optimal dual solution of the modified master problem. Furthermore we show that the dual solution is always degenerated and give an explicit expression of all the optimal dual solutions. Finally we propose a new hybrid method combining Dantzig-Wolfe decomposition with an improvement step of subgradient type, that generates an additional cut for the master problem in each interation
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.