Advanced Search
MyIDEAS: Login

Constraint Aggregation Principle in Convex Optimization


Author Info

  • Y.M. Ermoliev
  • A.V. Kryazhimskii
  • A. Ruszczynski


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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL:
Download Restriction: no

Bibliographic Info

Paper provided by International Institute for Applied Systems Analysis in its series Working Papers with number wp95015.

as in new window
Date of creation: Feb 1995
Date of revision:
Handle: RePEc:wop:iasawp:wp95015

Contact details of provider:
Postal: A-2361 Laxenburg
Phone: +43-2236-807-0
Fax: +43-2236-71313
Web page:
More information through EDIRC

Related research



No references listed on IDEAS
You can help add them by filling out this form.


Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Y.M. Ermoliev & A. Ruszczynski, 1995. "Convex Optimization by Radial Search," Working Papers wp95036, International Institute for Applied Systems Analysis.
  2. M. Davidson, 1996. "Proximal Point Mappings and Constraint Aggregation Principle," Working Papers wp96102, International Institute for Applied Systems Analysis.
  3. B.V. Digas & Y.M. Ermoliev & A.V. Kryazhimskii, 1998. "Guaranteed Optimization in Insurance of Catastrophic Risks," Working Papers ir98082, International Institute for Applied Systems Analysis.
  4. R. Rozycki, 1995. "Constraint Aggregation Principle: Application to a Dual Transportation Problem," Working Papers wp95103, International Institute for Applied Systems Analysis.
  5. A.V. Kryazhimskii & A. Ruszczynski, 1997. "Constraint Aggregation in Infinite-Dimensional Spaces and Applications," Working Papers ir97051, International Institute for Applied Systems Analysis.
  6. A.V. Kryazhimskii & V.I. Maksimov & Yu.S. Osipov, 1996. "Reconstruction of Boundary Sources through Sensor Observations," Working Papers wp96097, International Institute for Applied Systems Analysis.


This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


Access and download statistics


When requesting a correction, please mention this item's handle: RePEc:wop:iasawp:wp95015. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.