Group for Research in Decision Analysis

A decomposition method for convex optimization problems, the Bienstock-Zuckerberg (BZ) algorithm revisited

Renaud Chicoisne University of Colorado Denver, United States

In this talk, we will briefly introduce the Bienstock-Zuckerberg algorithm as it originally appeared for open pit mining scheduling problems. We then discuss its equivalence with a specialized column generation scheme and how its framework can be generalized to solve convex optimization problems. We illustrate this generalization with a resource constrained nonlinear objective routing problem.


Free entrance.
Welcome to everyone!