Constraint aggregation principle in convex optimization
نویسندگان
چکیده
منابع مشابه
Constraint aggregation principle in convex optimization
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 princi...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1997
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02614388