%A Y.M. Ermoliev
%A A.V. Kryazhimskiy
%A A. Ruszczynski
%T Constraint Aggregation Principle in Convex Optimization
%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.
%C IIASA, Laxenburg, Austria
%D 1995
%I WP-95-015
%L iiasa4577