Vladimir Tsurkov's Large-scale Optimization: Problems and Methods (Applied PDF

By Vladimir Tsurkov

Decomposition equipment goal to minimize large-scale difficulties to less complicated difficulties. This monograph provides chosen elements of the dimension-reduction challenge. distinct and approximate aggregations of multidimensional platforms are constructed and from a identified version of input-output stability, aggregation tools are labeled. 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 fastened weights, successively less complicated aggregated difficulties are solved and the convergence in their option to that of the unique challenge is analyzed. An advent to dam integer programming is taken into account. Duality conception, that is accepted in non-stop block programming, doesn't paintings for the integer challenge. A survey of other equipment is gifted and designated realization is given to mixed tools of decomposition. Block difficulties within which the coupling variables don't input the binding constraints are studied. those versions are helpful simply because they allow a decomposition with appreciate to primal and twin variables by means of two-level algorithms rather than three-level algorithms.
Audience: This booklet is addressed to experts in operations examine, optimization, and optimum control.

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

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