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Mean Value Cross Decomposition for Nonlinear Convex Problems
Linköping University, The Institute of Technology. Linköping University, Department of Mathematics, Optimization .ORCID iD: 0000-0001-5907-0087
Systems Research Institute Polish Academy of Sciences.
2006 (English)In: Optimization Methods and Software, ISSN 1055-6788, Vol. 21, 401-417 p.Article in journal (Refereed) Published
Abstract [en]

Mean value cross decomposition is a symmetric primal-dual decomposition method suitable for optimization problems with both primal and dual structures. It uses only easily solvable subproblems and no difficult master problems. Originally developed for linear problems, it is in this paper extended to nonlinear convex optimization problems. Convergence is proved for a somewhat generalized version, allowing more general weights. Computational results are presented for a network routing problem with congestion costs, a large-scale nonlinear problem with structures that enable decomposition both with respect to variables and constraints. The main goals of the tests are to illustrate the procedure and to indicate that this decomposition approach is more efficient than direct solution with a well established general code.

Place, publisher, year, edition, pages
2006. Vol. 21, 401-417 p.
Keyword [en]
Decomposition methods, Large-scale nonlinear programming, Mathematical programming
National Category
URN: urn:nbn:se:liu:diva-36248DOI: 10.1080/10556780500098565Local ID: 30738OAI: diva2:257096
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-08-29

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Holmberg, Kaj
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