eprintid: 4577 rev_number: 24 eprint_status: archive userid: 351 dir: disk0/00/00/45/77 datestamp: 2016-01-15 02:06:23 lastmod: 2021-08-27 17:15:23 status_changed: 2016-01-15 02:06:23 type: monograph metadata_visibility: show item_issues_count: 3 creators_name: Ermoliev, Y.M. creators_name: Kryazhimskiy, A.V. creators_name: Ruszczynski, A. creators_id: 1445 creators_id: 1514 creators_id: 1475 title: Constraint Aggregation Principle in Convex Optimization ispublished: pub internal_subjects: iis_met internal_subjects: iis_sys divisions: prog_opt abstract: 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. date: 1995-02 date_type: published publisher: WP-95-015 iiasapubid: WP-95-015 price: 10 creators_browse_id: 338 creators_browse_id: 1393 creators_browse_id: 1544 full_text_status: public monograph_type: working_paper place_of_pub: IIASA, Laxenburg, Austria pages: 21 coversheets_dirty: FALSE fp7_type: info:eu-repo/semantics/book citation: Ermoliev, Y.M. , Kryazhimskiy, A.V. , & Ruszczynski, A. (1995). Constraint Aggregation Principle in Convex Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-015 document_url: https://pure.iiasa.ac.at/id/eprint/4577/1/WP-95-015.pdf