Abstract
The simplicial decomposition method for linearly constrained nonlinear programs has been proven to be efficient for certain classes of structured large-scale problems. This method alternates between a multi-dimensional search over a restriction of the feasible set and an augmentation of the restriction through the solution of a linear column generation problem. The quality of the columns generated may however be very poor, since the first-order approximation of the objective function is used globally.
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© 1997 Springer-Verlag Berlin Heidelberg
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Larsson, T., Patriksson, M., Rydergren, C. (1997). Applications of Simplicial Decomposition with Nonlinear Column Generation to Nonlinear Network Flows. In: Pardalos, P.M., Hearn, D.W., Hager, W.W. (eds) Network Optimization. Lecture Notes in Economics and Mathematical Systems, vol 450. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59179-2_17
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DOI: https://doi.org/10.1007/978-3-642-59179-2_17
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