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A decomposition method in non-linear programming *  

Author: L. Gerencseacuter a
Affiliation:   a Hungarian Academy of Sciences, Computer and Automation Institute, Hungary
DOI: 10.1080/02331887508801235
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 6, Issue 4 1975 , pages 549 - 559
Formats available: PDF (English)
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Abstract

We give a general construction for the composition of two algorithms. The idea is shown for the constrained optimization problem ./GSTA_A_8801235_O_XML_IMAGES/GSTA_A_8801235_O_UM0001.gif  ./GSTA_A_8801235_O_XML_IMAGES/GSTA_A_8801235_O_UM0002.gif .

The constraints implicitly define a function Y(x), and the problem can be reduced to an unconstrained optimization problem min f(x, Y(x)). A convergent algorithm of the form i = s(z) is obtained, where z = (x, y).
* 1This paper contains my lecture given at the II. Conference on Mathematical Programming, Matrafuumlred, 1974
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