Abstract
In this chapter, the iterative decomposition method based on the iterative aggregated variables from various blocks is applied to the wide class of extremal problems of hierarchical nature. We consider the use of the approach for the problems of linear and quadratic programming with the block diagonal structure having arbitrary binding constraints. The same is made for finite-dimensional block separable mathematical programming problems of convex type. The constructions of the method are represented in the classical calculus of variations. Here, the main concern is the condition of optimality of the disaggregated solution and the monotonicity with respect to the functional of the iterative process.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.