A decomposition method in non-linear programming *
Author:
L. Gerencs
r a
r a
| Affiliation: | a Hungarian Academy of Sciences, Computer and Automation Institute, Hungary |
DOI:
10.1080/02331887508801235
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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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
. 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). |
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1This paper contains my lecture given at the II. Conference on Mathematical Programming, Matraf
red, 1974
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red, 1974
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