Gunn, Eldon A.; Thorburn, Mark; Rai, Ajith K. A decomposition method based on the augmented Lagrangian. (English) Zbl 0662.90046 INFOR 26, No. 2, 91-113 (1988). The paper discusses the use of the augmented Lagrangian in a decomposition method which is a direct application of the method of multipliers. It is pointed out that this approach does not necessarily destroy separability inherent in a problem, namely separability can be recovered by the use of sequential linearization algorithms. In this class the Frank-Wolfe algorithm is used to develope a decomposition algorithm. After the general statement of the algorithm, it is specialized to the decomposition of linear programs. Some limited computational evidence on the usefulness of the algorithm is also reported. Reviewer: I.Maros Cited in 2 Documents MSC: 90C05 Linear programming 49M27 Decomposition methods 65K05 Numerical mathematical programming methods 90C06 Large-scale problems in mathematical programming 90C30 Nonlinear programming Keywords:augmented Lagrangian; decomposition PDFBibTeX XMLCite \textit{E. A. Gunn} et al., INFOR 26, No. 2, 91--113 (1988; Zbl 0662.90046) Full Text: DOI