Approximate Dantzig–Wolfe decomposition to solve a class of variational inequality problems with an illustrative application to electricity market models

作者：

Highlights：

• We derive an approximate DW-VI method (ADW-VI).

• We provide the convergence properties of ADW-VI.

• The computational performance of ADW-VI can be faster than reference methods.

摘要

•We derive an approximate DW-VI method (ADW-VI).•We provide the convergence properties of ADW-VI.•The computational performance of ADW-VI can be faster than reference methods.

论文关键词：Dantzig–Wolfe decomposition,Variational inequalities,Approximation

论文评审过程：Received 30 March 2018, Revised 16 August 2018, Accepted 20 September 2018, Available online 22 September 2018, Version of Record 12 October 2018.

论文官网地址：https://doi.org/10.1016/j.eswa.2018.09.043