Précis--Stability of the Dual Cutting-Plane Algorithm for Concave Programming

In the column generating approach to concave programming, alias the dual cutting-plane algorithm (Zangwill), Lagrangians are maximized to generate columns. Often this cannot be done in a finite number of steps. We show what to do.

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Year of publication:	1972
Authors:	Fox, B. L.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 18.1972, 6, p. 357-357
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.18.6.B357 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009189536