A decomposition method for structured linear and nonlinear programs

M.D. Grigoriadis, K. Ritter
1969 Journal of computer and system sciences (Print)  
A decomposition method for nonlinear programming problems with structured linear constraints is described. The structure of the constraint matrix is assumed to be block diagonal with a few coupling constraints or variables, or both. The method is further specialized for linear objective functions. An algorithm for performing post optimality analysis--ranging and parametric programming--for such structured linear programs is included. Some computational experience and results for the linear case are presented.
doi:10.1016/s0022-0000(69)80026-7 fatcat:znqtfxz33nax7krv5hlmhdwt4i