| Article ID: | iaor19891100 |
| Country: | Netherlands |
| Volume: | 8 |
| Issue: | 5 |
| Start Page Number: | 287 |
| End Page Number: | 294 |
| Publication Date: | Oct 1989 |
| Journal: | Operations Research Letters |
| Authors: | Ruszczynski Andrzej |
A new decomposition method for large linear programming problems of angular structure is proposed. It combines the ideas of augmented Lagrangians, simplicial decomposition, column generation and dual ascent. Finite termination of the method is proved.