Primal Decomposition of Mathematical Programs by Resource Allocation: II—Computational Algorithm with an Application to the Modular Design Problem

Abstract

Part I of this paper presented a method for primal decomposition of large convex separable programs into a sequence of smaller subproblems. In this part, additional theory and development of a parametric subproblem-solution and step-size-determination technique completes the algorithm. A previously unsolved problem in the operations-research literature, the generalized modular design problem of Evans [ Opns. Res. 18, 562–4 (1970)] is solved by the algorithm and numerical results provided.