TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4577
UR  - https://pure.iiasa.ac.at/id/eprint/4577/
A1  - Ermoliev, Y.M.
A1  - Kryazhimskiy, A.V.
A1  - Ruszczynski, A.
Y1  - 1995/02//
N2  - 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.
PB  - WP-95-015
M1  - working_paper
TI  - Constraint Aggregation Principle in Convex Optimization
AV  - public
EP  - 21
ER  -