Mathematical programming with iterative aggregation (Q1175776)

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scientific article; zbMATH DE number 14572
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English
Mathematical programming with iterative aggregation
scientific article; zbMATH DE number 14572

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    Mathematical programming with iterative aggregation (English)
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    25 June 1992
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    The paper deals with the aggregation of variables and constraints in linear programming problems and presents an algorithm based on iterative aggregation using augmented Lagrangians. The algorithm has some relations to earlier algorithms by \textit{I. Vakhutinsky}, \textit{L. Dudkin} and \textit{A. Ryvkin} [Econometrica 47, 821-841 (1979; Zbl 0429.90037)], \textit{R. Mendelssohn} [Oper. Res. 30, 62-73 (1982; Zbl 0481.90090)], and \textit{P. Zipkin} [``Aggregation in linear programming'', Ph. D. Diss. Yale Univ. 1977], but the statement of the problem differs from them by using an \(\epsilon\) term added to the augmented Lagrangian.
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    aggregation of variables and constraints
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    iterative aggregation
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    augmented Lagrangians
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