Article ID: | iaor1991270 |
Country: | Netherlands |
Volume: | 48 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 17 |
Publication Date: | Mar 1990 |
Journal: | Mathematical Programming |
Authors: | Gelman E., Mandel J. |
This paper is concerned with multilevel iterative methods which combine a descent scheme with a hierarchy of auxiliary problems in lower dimensional subspaces. The construction of auxiliary problems as well as applications to elasto-plastic model and linear programming are described. The auxiliary problem for the dual of a pertrubed linear program is interpreted as a dual of perturbed aggregated linear program. Coercivity of the objective function over the feasible set is sufficient for the boundedness of the iterates. Equivalents of this condition are presented in special cases.