Fuller, J.; Chung, William - In: Computational Economics 25 (2005) 4, pp. 303-326
manner analogous to Dantzig–Wolfe decomposition for optimization models. The master problem is a VI which forms convex …-dual gap that is commonly monitored in implementations of Dantzig–Wolfe decomposition for optimization models. Convergence is … separate smaller pieces defined, e.g. by region or commodity. For this purpose, we define an extension of Dantzig–Wolfe …