Constraint aggregation principle in convex optimization

DOI10.1007/BF02614388zbMath0871.90063MaRDI QIDQ1356049

Arkadii V. Kryazhimskij, Yury M. Ermoliev, Ruszczyński, Andrzej

Publication date: 4 June 1997

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

nonsmooth optimizationconvex optimizationdecompositionssubgradient methodssurrogate constraintsconstraint aggregation technique

Mathematics Subject Classification ID

Convex programming (90C25) Nonsmooth analysis (49J52)

Related Items

Convex two-level optimization problem ⋮ Dynamics aggregation in stochastic control problems ⋮ Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods

Uses Software

• CPLEX

Cites Work

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