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: | Marn ngel, Salmern Javier |
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.