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A Long View of Research and Practice in Operations Research and Management ScienceThe Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization

A Long View of Research and Practice in Operations Research and Management Science: The... [Geoffrion [19] gave a framework for efficient solution of large-scale mathematical programming problems based on three principal approaches that he described as problem manipulations: projection, outer linearization, and inner linearization. These fundamental methods persist in optimization methodology and underlie many of the innovations and advances since Geoffrion’s articulation of their fundamental nature. This chapter reviews the basic principles in these approaches to optimization, their expression in a variety of methods, and the range of their applicability.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

A Long View of Research and Practice in Operations Research and Management ScienceThe Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization

Part of the International Series in Operations Research & Management Science Book Series (volume 148)
Editors: Sodhi, ManMohan S.; Tang, Christopher S.
Birge, John R.
A Long View of Research and Practice in Operations Research and Management Science — Aug 27, 2010
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Publisher
Springer US
Copyright
© Springer Science+Business Media, LLC 2010
ISBN
978-1-4419-6809-8
Pages
23 –33
DOI
10.1007/978-1-4419-6810-4_3
Publisher site
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Abstract

[Geoffrion [19] gave a framework for efficient solution of large-scale mathematical programming problems based on three principal approaches that he described as problem manipulations: projection, outer linearization, and inner linearization. These fundamental methods persist in optimization methodology and underlie many of the innovations and advances since Geoffrion’s articulation of their fundamental nature. This chapter reviews the basic principles in these approaches to optimization, their expression in a variety of methods, and the range of their applicability.]

Published: Aug 27, 2010

Keywords: Column Generation; SIAM Journal; Interior Point Method; Outer Approximation; Cutting Plane Algorithm

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