Article ID: | iaor1992682 |
Country: | Netherlands |
Volume: | 52 |
Issue: | 2 |
Start Page Number: | 303 |
End Page Number: | 313 |
Publication Date: | Aug 1991 |
Journal: | Mathematical Programming |
Authors: | Maculan Nelson, Michelon Philippe |
Keywords: | programming: nonlinear |
The authors present a Lagrangean decomposition to study integer nonlinear programming problems. Solving the dual Lagrangean relaxation they have to obtain at each iteration the solution of a nonlinear programming with continuous variables and an integer linear programming. Decreasing iteratively the primal-dual gap the authors propose two algorithms to treat the integer nonlinear programming.