Précis--Stability of the Dual Cutting-Plane Algorithm for Concave Programming
B. L. Fox
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B. L. Fox: The RAND Corporation
Management Science, 1972, vol. 18, issue 6, B357-B358
Abstract:
In the column generating approach to concave programming, alias the dual cutting-plane algorithm (Zangwill), Lagrangians are maximized to generate columns. Often this cannot be done in a finite number of steps. We show what to do.
Date: 1972
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