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Subproblem Approximation in Dantzig-Wolfe Decomposition of Variational Inequality Models with an Application to a Multicommodity Economic Equilibrium Model.

William ChungJ. David Fuller
Published in: Oper. Res. (2010)
Keyphrases
  • dantzig wolfe decomposition
  • variational inequalities
  • probabilistic model
  • sensitivity analysis
  • fixed point
  • cooperative
  • high dimensional
  • bayesian framework
  • integer programming