A convex submodel with application to system design

A convex submodel with application to system design

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Article ID: iaor20071448
Country: Singapore
Volume: 21
Issue: 1
Start Page Number: 9
End Page Number: 33
Publication Date: Jan 2004
Journal: Asia-Pacific Journal of Operational Research
Authors: ,
Abstract:

In this paper, we present an algorithm to solve a particular convex model explicitly. The model may massively arise when, for example, Benders decomposition or Lagrangean relaxation-decomposition is applied to solve large design problems in facility location and capacity expansion. To attain the optimal solution of the model, we analyze its Karush–Kuhn–Tucker optimality conditions and develop a constructive algorithm that provides the optimal primal and dual solutions. This approach yields better performance than other convex optimization techniques.

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