Constraint Aggregation Principle: Application to a Dual Transportation Problem
AbstractConstraint aggregation technique is a new method for solving convex optimization problems. This paper focuses on the examination of the efficiency of the aggregation technique. Some properties of the basic version of the algorithm are presented for convex optimization problems with linear constraints. Various parameters and advanced versions of this algorithm are examined on the example of the dual transportation problem. The results obtained allow to formulate some interesting conclusions. Special attention is directed to the advantages achieved by implementation of partial aggregation idea.
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Bibliographic InfoPaper provided by International Institute for Applied Systems Analysis in its series Working Papers with number wp95103.
Date of creation: Sep 1995
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- Y.M. Ermoliev & A.V. Kryazhimskii & A. Ruszczynski, 1995. "Constraint Aggregation Principle in Convex Optimization," Working Papers, International Institute for Applied Systems Analysis wp95015, International Institute for Applied Systems Analysis.
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