Abstract
An algorithm for solving large scale convex programming problems, based on the pricing decomposition coordination mechanisms, is introduced. The proposed algorithm uses gradient type coordinator with the facility of readjusting the step size. The algorithm is based on the stack data structure which facilitates followup and tracing for the solution trajectory in addition to computational needs. The implemented version of the introduced algorithm is recommended, so far, for the cases of coordinating inequalities. A numerical example illustrating the basic concepts is presented.
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