Optimization with an Auxiliary Constraint and Decomposition

DOI10.1137/0328007zbMath0693.49017OpenAlexW2042335549MaRDI QIDQ3468224

Guy Cohen, Bernadette Miara

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328007

zbMATH Keywords

decompositionauxiliary problem principlecoordinationlinear quadratic optimal control probleminteraction prediction principleauxiliary constraint principle

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Decomposition methods (49M27) Large-scale systems (93A15)

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