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Méthodes de décomposition

Méthodes de décomposition. Overview of the main decomposition methods used – To solve large scale problem – To take advantage of structures embedded in the problem. Min f ( x ) Subject to x ε X 1 x ε X 2 X 1 : nice constraints

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Méthodes de décomposition

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  1. Méthodes de décomposition

  2. Overview of the main decomposition methods used – To solve large scale problem – To take advantage of structures embedded in the problem

  3. Min f (x) Subject to x εX1 x εX2 X1: nice constraints X2: annoying constraints Column generation (Dantzig – Wolfe Decomposition) Lagrangean relaxation Min f (x,y) Subject to F (x,y) ≤ 0 xεX,yεY x : nice variables y : annoying variables Constraint generation (Benders Decomposition) Problem types

  4. Problèmes linéaires

  5. Problème

  6. Problème équivalent

  7. Approche de résolution

  8. Illustration graphique

  9. X

  10. Initialisation de la procédure

  11. Existence de bornes inférieure et supérieure sur la valeur optimal

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