Goffin, J. L.; Haurie, A.; Vial, J. P. - In: Management Science 38 (1992) 2, pp. 284-302
This paper deals with an application of a variant of Karmarkar's projective algorithm for linear programming to the solution of a generic nondifferentiable minimization problem. This problem is closely related to the Dantzig-Wolfe decomposition technique used in large-scale convex programming....