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A decomposition method using a pricing mechanism for min concave cost flow problems with a hierarchical structure

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Abstract

In this paper we develop a decomposition method using a pricing mechanism which has been widely applied to linear and convex programs for a class of nonconvex optimization problems that are min concave cost flow problems under directed, uncapacitated networks with a hierarchical structure.

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This paper was completed during the author's stay supported by a Sophia lecturing-research Grant at Sophia University, Tokyo, Japan.

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Thach, P.T. A decomposition method using a pricing mechanism for min concave cost flow problems with a hierarchical structure. Mathematical Programming 53, 339–359 (1992). https://doi.org/10.1007/BF01585711

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  • DOI: https://doi.org/10.1007/BF01585711

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