%0 Report
%9 IIASA Working Paper
%A Ermoliev, Y.M.
%A Kryazhimskiy, A.V.
%A Ruszczynski, A.
%C IIASA, Laxenburg, Austria
%D 1995
%F iiasa:4577
%T Constraint Aggregation Principle in Convex Optimization
%U https://pure.iiasa.ac.at/id/eprint/4577/
%X 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, new aggregation coefficients are calculated and the iteration continues.     This 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, the  method with aggregation has a polynomial complexity. Finally, application to decomposable problems is discussed.