论文信息 - A Decomposition Method for Structured Linear and Nonlinear Programs

A Decomposition Method for Structured Linear and Nonlinear Programs

A decomposition method for nonlinear programming problems with structured linear constraints is described. The structure of the constraint matrix is assumed to be block diagonal with a few coupling constraints or variables, or both. The method is further specialized for linear objective functions. An algorithm for performing post optimality analysis-ranging and parametric programming-for such structured linear programs is included. Some computational experience and results for the linear case are presented.

Klaus Ritter | Michael D. Grigoriadis | K. Ritter | M. Grigoriadis

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