Large-scale Optimization: Problems and Methods (Applied by Vladimir Tsurkov

By Vladimir Tsurkov

Decomposition equipment target to lessen large-scale difficulties to easier difficulties. This monograph offers chosen facets of the dimension-reduction challenge. detailed and approximate aggregations of multidimensional structures are built and from a identified version of input-output stability, aggregation equipment are categorised. the problems of lack of accuracy, restoration of unique variables (disaggregation), and compatibility stipulations are analyzed intimately. the strategy of iterative aggregation in large-scale difficulties is studied. For mounted weights, successively less complicated aggregated difficulties are solved and the convergence in their technique to that of the unique challenge is analyzed. An advent to dam integer programming is taken into account. Duality conception, that is widespread in non-stop block programming, doesn't paintings for the integer challenge. A survey of other equipment is gifted and targeted realization is given to mixed equipment of decomposition. Block difficulties within which the coupling variables don't input the binding constraints are studied. those types are precious simply because they allow a decomposition with recognize to primal and twin variables by way of two-level algorithms rather than three-level algorithms.
Audience: This booklet is addressed to experts in operations study, optimization, and optimum control.

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