Decomposition Techniques in Mathematical Programming

The book is organized in five parts. Part I, which includes Chapter 1, provides motivating examples and illustrates how optimization problems with decomposable structure are ubiquitous. Part II describes decomposition theory, algorithms, and procedures. Particularly, Chapter 2 and 3 address solution procedures for linear programming problems with complicating constraints and complicating variables, respectively. Chapter 4 reviews and summarizes VIII Preface duality theory. Chapter 5 describes decomposition techniques appropriate for continuous nonlinear programming problems. Chapter 6 presents decomposition procedures relevant for mixed-integer linear and nonlinear problems. Chapter 7 considers specific decomposition techniques not analyzed in the previous chapters. Part III, which includes Chapter 8, provides a comprehensive treatment of sensitivity analysis. Part IV provides in Chapter 9 some case studies of clear interest for the engineering profession. Part V contains some of the codes in GAMS used throughout the book. Finally, Part VI contains the solutions of the even exercises proposed throughout the book.