Primal Resource-Directive Approaches for Optimizing Nonlinear Decomposable Systems

Arthur M. Geoffrion
Additional contact information
Arthur M. Geoffrion: University of California, Los Angeles, California

Operations Research, 1970, vol. 18, issue 3, 375-403

Abstract: This study presents some new results on three primal-feasible computational approaches for optimizing a system composed of interrelated subsystems. The general structure treated is the same as the principal one of the classic paper by Dantzig and Wolfe, except that convex nonlinearities are permitted, provided that the overall criterion function and coupling constraints are separable by subsystem. Each approach decentralizes the optimization by iteratively allocating system resources to the subsystems, with each subsystem computing its own optimal utilization of the given resources at each iteration. The chief obstacle to directing the resource allocation centrally toward an overall optimum is that the optimal response of each subsystem, as a function of its allowed resources, is not available explicitly. All three procedures therefore approximate or generate the optimal response functions “as needed.”

Date: 1970
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.18.3.375 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:18:y:1970:i:3:p:375-403

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().