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Decomposition in global optimization

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Abstract

The purpose of this article is to propose a simple framework for the various decomposition schemes in mathematical programming.

Special instances are discussed. Particular attention is devoted to the general mathematical programming problem with two sets of variables. An economic interpretation in the context of hierarchical planning is done for the suggested decomposition procedure.

The framework is based on general duality theory in mathematical programming and thus focussing on approaches leading to global optimality.

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Tind, J. Decomposition in global optimization. J Glob Optim 1, 131–144 (1991). https://doi.org/10.1007/BF00119987

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  • DOI: https://doi.org/10.1007/BF00119987

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