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On the resemblance between the Kornai-Liptak and cross decomposition techniques for block-angular linear programs
CORE, Université Catholique de Louvain, Louvain-la-Neuve, Belgium.
Luleå tekniska universitet.
1990 (English)In: European Journal of Operational Research, ISSN 0377-2217, E-ISSN 1872-6860, Vol. 46, no 3, 393-398 p.Article in journal (Refereed) Published
Abstract [en]

In this paper the resemblance is demonstrated between the master- and subproblems generated by the Kornai-Liptak algorithm and the subproblems obtained by using the cross decomposition method on linear optimization problems with block-angular structure. The significance of the similarity between these two algorithms becomes apparent considering the main disadvantage attributed to cross decomposition. In cross decomposition a master problem has to be solved from time to time since the subproblems alone do not always give a converging sequence of primal and dual solutions. But if the cross decomposition algorithm is modified in such a way that the successive primal and dual subproblem solutions are taken into consideration with equal weights, this results in the Kornai-Liptak algorithm for which convergence is guaranteed

Place, publisher, year, edition, pages
1990. Vol. 46, no 3, 393-398 p.
National Category
Production Engineering, Human Work Science and Ergonomics
Research subject
Industrial Logistics
Identifiers
URN: urn:nbn:se:ltu:diva-13131Local ID: c4dee010-34b1-11de-98cd-000ea68e967bOAI: oai:DiVA.org:ltu-13131DiVA: diva2:986083
Note
Godkänd; 1990; 20090429 (andbra)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2017-11-21Bibliographically approved

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