How to obtain a cutting plane separating an infeasible allocation vector from the set of feasible allocation vectors in primal decomposition?

Say we want to optimize a nearly-separable problem of the form min. { f_1(x_1) + f_2(x_2) } s.t. x_1 \in C_1, x_2 \in C_2, h_1(x_1) + h_2(x_2)

11 September 2013 3,264 0 View