Decomposition of Arborescent Linear Programs

We apply what we call sequential projection to reformulate certain linear programs as recursive optimization problems. We then apply the standard idea of approximating_x000B_the return function at each stage of the recursion by using inner (or outer) linearization, and iteratively refining the approximation until the original linear program has been ‘solved. The contribution of the paper lies in its unification of existing decomposition approaches and in_x000B_showing that they can be generalized to apply to what we call arborescent linear programs._x000B_