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Convex optimization problems in supply chain planning and their solution by a column generation method based on the Frank Wolfe method

Author

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  • A. Karakitsiou

    (Technological Educational Institute of Central Macedonia)

  • A. Migdalas

    (Luleå University of Technology)

Abstract

Many problems in supply chain optimization concern the minimization of a differentiable convex objective function subject to a set of linear constraints. The aim of this work is to present a number of such problems and to propose an efficient method for their solution. The proposed method is based on improvements of the well known Frank–Wolfe algorithm. The computational results of the proposed algorithm demonstrate its effectiveness and efficiency.

Suggested Citation

  • A. Karakitsiou & A. Migdalas, 2016. "Convex optimization problems in supply chain planning and their solution by a column generation method based on the Frank Wolfe method," Operational Research, Springer, vol. 16(3), pages 401-421, October.
    • Handle: RePEc:spr:operea:v:16:y:2016:i:3:d:10.1007_s12351-015-0205-x
    DOI: 10.1007/s12351-015-0205-x
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