Accession Number:

ADA099362

Title:

A Decomposition Method and Its Application to Block Angular Linear Programs.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1981-01-01

Pagination or Media Count:

55.0

Abstract:

In this paper we propose and develop techniques for solving structured, large-scale convex programming problems. The procedure is a combination of a decomposition technique of Dantzig-Wolfe type and the proximal point method. The proximal point method is used to overcome the drawbacks of the decomposition technique. The procedure is then used to solve block angular linear programming problems. By exploiting the linearity of the problem we have several variants of the procedure. Author

Subject Categories:

  • Theoretical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE