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Primal Decomposition of Mathematical Programs by Resource Allocation: II—Computational Algorithm with an Application to the Modular Design Problem

Gary J. Silverman
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Gary J. Silverman: IBM Scientific Center, Los Angeles, California

Operations Research, 1972, vol. 20, issue 1, 75-93

Abstract: Part I of this paper presented a method for primal decomposition of large convex separable programs into a sequence of smaller subproblems. In this part, additional theory and development of a parametric subproblem-solution and step-size-determination technique completes the algorithm. A previously unsolved problem in the operations-research literature, the generalized modular design problem of Evans [ Opns. Res. 18, 562–4 (1970)] is solved by the algorithm and numerical results provided.

Date: 1972
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