Constraint aggregation principle in convex optimization

DOI10.1007/BF02614388MaRDI QIDQ1356049zbMATH OpenFDO

Authors Yuri M. Ermoliev, A. V. Kryazhimskij, Andrzej Ruszczyński

Publication date 4 June 1997

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL http://pure.iiasa.ac.at/id/eprint/4577/1/WP-95-015.pdf

zbMATH Keywords

constraint aggregation techniqueconvex optimizationdecompositionsnonsmooth optimizationsubgradient methodssurrogate constraints

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Convex programming (90C25)

Recommendations

• Decomposition-aggregation method for convex programming problems
• An Aggregate Constraint Method for Non-Linear Programming
• Primal-dual constraint aggregation with application to stochastic programming
• The regularized constraint aggregation method for a problem of semi-infinite optimization

Cites work

• A Linearization Method for Nonsmooth Stochastic Programming Problems
• Aggregation and Disaggregation Techniques and Methodology in Optimization
• scientific article; zbMATH DE number 4035561 (Why is no real title available?)
• scientific article; zbMATH DE number 3619637 (Why is no real title available?)
• scientific article; zbMATH DE number 3800430 (Why is no real title available?)
• scientific article; zbMATH DE number 3333703 (Why is no real title available?)
• Lagrange Multipliers and Optimality
• Layering strategies for creating exploitable structure in linear and integer programs
• Methods of descent for nondifferentiable optimization
• Proximity control in bundle methods for convex nondifferentiable minimization
• Semi-Infinite Programming: Theory, Methods, and Applications
• Surrogate Constraint Duality in Mathematical Programming

Cited in

(8)

• Dynamics aggregation in stochastic control problems
• Improved constraint-aggregation methods
• Constraint aggregation method in the problem of reconstructing velocity characteristics of a medium.
• Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods
• Constraint Aggregation in Infinite-Dimensional Spaces and Applications
• Constraint aggregation for rigorous global optimization
• Solving the patient admission scheduling problem using constraint aggregation
• Convex two-level optimization problem

Describes a project that uses

Uses Software

• CPLEX

This page was built for publication: Constraint aggregation principle in convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1356049)