Constraint Aggregation Principle: Application to a Dual Transportation Problem
Constraint 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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- Y.M. Ermoliev & A.V. Kryazhimskii & A. Ruszczynski, 1995. "Constraint Aggregation Principle in Convex Optimization," Working Papers wp95015, International Institute for Applied Systems Analysis.
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