Vladimir Tsurkov

(Author)

Large-Scale Optimization: Problems and Methods (2001)Hardcover - 2001, 31 March 2001

Large-Scale Optimization: Problems and Methods (2001)
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Part of Series
Applied Optimization
Part of Series
NATO Asi Series. Series C, Mathematical and Physical Science
Part of Series
Applied Optimization Applied Optimization
Print Length
312 pages
Language
English
Publisher
Springer
Date Published
31 Mar 2001
ISBN-10
0792368177
ISBN-13
9780792368175

Description

Decomposition methods aim to reduce large-scale problems to simpler problems. This monograph presents selected aspects of the dimension-reduction problem. Exact and approximate aggregations of multidimensional systems are developed and from a known model of input-output balance, aggregation methods are categorized. The issues of loss of accuracy, recovery of original variables (disaggregation), and compatibility conditions are analyzed in detail. The method of iterative aggregation in large-scale problems is studied. For fixed weights, successively simpler aggregated problems are solved and the convergence of their solution to that of the original problem is analyzed. An introduction to block integer programming is considered. Duality theory, which is widely used in continuous block programming, does not work for the integer problem. A survey of alternative methods is presented and special attention is given to combined methods of decomposition. Block problems in which the coupling variables do not enter the binding constraints are studied. These models are worthwhile because they permit a decomposition with respect to primal and dual variables by two-level algorithms instead of three-level algorithms.
Audience: This book is addressed to specialists in operations research, optimization, and optimal control

Product Details

Author:
Vladimir Tsurkov
Book Edition:
2001
Book Format:
Hardcover
Country of Origin:
US
Date Published:
31 March 2001
Dimensions:
23.39 x 15.6 x 1.91 cm
ISBN-10:
0792368177
ISBN-13:
9780792368175
Language:
English
Location:
New York, NY
Pages:
312
Publisher:
Weight:
635.03 gm

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