Simplicial with truncated Dantzig-Wolfe decomposition for nonlinear multicommodity network flow problems with side constraints

  • Authors:
  • Siriphong Lawphongpanich

  • Affiliations:
  • Department of Operations Research, Naval Postgraduate School, 1411 Cunningham Road, Monterey, CA 93943, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 2000

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Abstract

The simplicial decomposition (SD) subproblem for a nonlinear multicommodity network flow problem is simply its linear approximation. Instead of solving the subproblem optimally, this paper demonstrates that performing one iteration of Dantzig-Wolfe decomposition is generally sufficient for SD to efficiently converge to an optimal solution.