• DocumentCode
    3010679
  • Title

    A decomposition algorithm for multistage convex programs

  • Author

    O´Neill, Richard

  • Author_Institution
    Louisiana State University, Baton Rouge, Louisiana
  • fYear
    1975
  • fDate
    10-12 Dec. 1975
  • Firstpage
    598
  • Lastpage
    603
  • Abstract
    The multistage or staircase structure appears naturally in many models with time horizons. This paper presents and discusses a decomposition algorithm when the problem functions are convex. The Dantzig-Wolfe convex programming algorithm is presented as one of the techniques available for solving the generated subproblems. Computational implementation of the algorithm and more efficient techniques in the presence of special structure are discussed.
  • Keywords
    Computer science; Optimal control;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
  • Conference_Location
    Houston, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1975.270574
  • Filename
    4045491
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3010679