?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4577%2F&rft.title=Constraint+Aggregation+Principle+in+Convex+Optimization&rft.creator=Ermoliev%2C+Y.M.&rft.creator=Kryazhimskiy%2C+A.V.&rft.creator=Ruszczynski%2C+A.&rft.description=A+general+constraint+aggregation+technique+is+proposed+for+convex+optimization+problems.+At+each+iteration+a+set+of+convex+inequalities+and+linear+equations+is+replaced+by+a+single+inequality+formed+as+a+linear+combination+of+the+original+constraints.+After+solving+the+simplified+subproblem%2C+new+aggregation+coefficients+are+calculated+and+the+iteration+continues.+%0D%0A%0D%0AThis+general+aggregation+principle+is+incorporated+into+a+number+of+specific+algorithms.+Convergence+of+the+new+methods+is+proved+and+speed+of+convergence+analyzed.+It+is+shown+that+in+case+of+linear+programming%2C+the++method+with+aggregation+has+a+polynomial+complexity.+Finally%2C+application+to+decomposable+problems+is+discussed.&rft.publisher=WP-95-015&rft.date=1995-02&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4577%2F1%2FWP-95-015.pdf&rft.identifier=++Ermoliev%2C+Y.M.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F338.html%3E%2C+Kryazhimskiy%2C+A.V.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1393.html%3E%2C+%26+Ruszczynski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1544.html%3E++(1995).++Constraint+Aggregation+Principle+in+Convex+Optimization.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-95-015+++++