In this paper, we present a branch-and-cut algorithm for the exact solution of an NP-hard extension of the well-known Minimum-Weight Arborescence (MWA) problem, in which resource constraints for each node are considered. This Resource-Constrained Minimum-Weight Arborescence (RMWA) problem arises, e.
An application of lagrangean decomposition to the resource-constrained minimum weighted arborescence problem
β Scribed by Monique Guignard; Moshe B. Rosenwein
- Publisher
- John Wiley and Sons
- Year
- 1990
- Tongue
- English
- Weight
- 835 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0028-3045
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β¦ Synopsis
Abstract
The resourceβconstrained minimum weighted arborescence problem, a 0β1 integer programming model with application in hierarchical distribution network design, is introduced. Since the model is NPβhard, an enumeration method is required to solve it to optimality. Lagrangean decomposition, a special form of Lagrangean relaxation, is applied to the model. Both analytically and empirically, Lagrangean decomposition is shown to improve on bounds obtained by a conventional Lagrangean relaxation. An enumeration algorithm, that embeds a specialized Lagrangean dual ascent scheme to solve a Lagrangean decomposition dual, is designed, and problems with up to 1000 0β1 variables are solved.
π SIMILAR VOLUMES
Two domain decomposition methods with Lagrange multipliers for solving iteratively quadratic programming problems with inequality constraints are presented. These methods are based on the FETI and FETI-DP substructuring algorithms. In the case of linear constraints, they do not perform any Newton-li