Solution of Spatial Equilibrium Problems with Benders Decomposition
展示如何用广义Benders分解法将大规模空间均衡问题拆解为多个小问题迭代求解,实际计算收敛快,对从事经济建模和优化研究的学者有参考价值。
Spatial equilibrium problems are frequently formulated as large scale quadratic programming problems or linear complementarity problems. We show that these problems can be reduced to two or more smaller problems with Generalized Benders Decomposition. The procedure then becomes iterative with the repetitive solution of the smaller problems. In practice, the iterative procedure has converged rapidly.