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A Convex Submodel With Application To System Design

Author

Listed:
  • JAVIER SALMERÓN

    (Operations Research Department, Naval Postgraduate School, Monterey, CA, 93943, USA)

  • ÁNGEL MARÍN

    (Departamento de Matemática Aplicada y Estadística, E.T.S.I. Aeronáuticos, Universidad Politécnica de Madrid, 28040 Madrid, Spain)

Abstract

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.

Suggested Citation

  • Javier Salmerón & Ángel Marín, 2004. "A Convex Submodel With Application To System Design," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 21(01), pages 9-33.
    • Handle: RePEc:wsi:apjorx:v:21:y:2004:i:01:n:s0217595904000047
    DOI: 10.1142/S0217595904000047
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