A DUAL DECOMPOSITION ALGORITHM FOR SOLVING MIXED INTEGER-CONTINUOUS QUADRATIC PROGRAMMING PROBLEMS.
AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF SYSTEMS AND LOGISTICS
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The report contains a presentation of an algorithm for solving the following mixed integer-continuous mathematical programming problem ming super Ty c superscript Tx 12 x superscript TDx Ax By or b, y is an element of S, x or O where g, c, x, y, and b are column vectors of appropriate dimension A, B, and D are matrices of appropriate dimension and S is a closed bounded set whose elements have integer components. The quadratic form is assumed to be positive semi-definite. The algorithm is a generalization of one developed by J. F. Benders for solving the above problem for the special case where D O. The primary motivation for developing this algorithm was a desire to construct a method for solving both an aircraft maintenance scheduling problem and the unit commitment - economic dispatch scheduling problem encountered in large scale power systems. Author
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