{"title":"A decomposition algorithm for multistage convex programs","authors":"Richard P. O'Neill","doi":"10.1109/CDC.1975.270574","DOIUrl":null,"url":null,"abstract":"The multistage or staircase structure appears naturally in many models with time horizons. This paper presents and discusses a decomposition algorithm when the problem functions are convex. The Dantzig-Wolfe convex programming algorithm is presented as one of the techniques available for solving the generated subproblems. Computational implementation of the algorithm and more efficient techniques in the presence of special structure are discussed.","PeriodicalId":164707,"journal":{"name":"1975 IEEE Conference on Decision and Control including the 14th Symposium on Adaptive Processes","volume":"129 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1975-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1975 IEEE Conference on Decision and Control including the 14th Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1975.270574","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The multistage or staircase structure appears naturally in many models with time horizons. This paper presents and discusses a decomposition algorithm when the problem functions are convex. The Dantzig-Wolfe convex programming algorithm is presented as one of the techniques available for solving the generated subproblems. Computational implementation of the algorithm and more efficient techniques in the presence of special structure are discussed.
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