Robert Sarkissian

Learn More
The paper deals with nonlinear multicommodity ow problems with convex costs. A decomposition method is proposed to solve them. The approach applies a potential reduction algorithm to solve the master problem approximately and a column generation technique to deene a sequence of primal linear programming problems. Each subproblem consists of nding a minimum(More)
We use a decomposition approach to solve three types of realistic problems: block-angular linear programs arising in energy planning, Markov decision problems arising in production planning and multicommodity network problems arising in capacity planning for survivable telecommunication networks. Decomposition is an algorithmic device that breaks down(More)
Most of the applied models written with an algebraic modeling language involve simultaneously several dimensions such as materials, location, time or uncertainty. The information about dimensions available in the algebraic formulation is usually sucient to retrieve dierent block structures from mathematical programs. These structured problems can then be(More)
  • 1