Method of expansion for optimization problems which do not have a block-separable structure

Общая информация

 Аннотация

    A method of expansion is given which does not utilize the block-separable structure of the problem and which is based on aggregation of the variables. The monotonicity of the iterative process with respect to a functional is proved. The possibility of aggregation of the constraints is considered.

 Ключевые слова

    convex programming; large-scale problems; mathematical programming (numerical methods); decomposition; method of expansion; aggregation of the variables
 

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