Optimization of the monotonous convex function on the convex polyhedral set generated by the parallel-sequential structure

Optimization of the monotonous convex function on the convex polyhedral set generated by the parallel-sequential structure

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Article ID: iaor20051950
Country: Belarus
Volume: 4
Start Page Number: 62
End Page Number: 67
Publication Date: Dec 2004
Journal: Proceedings of the National Academy of Sciences of Belarus, Series of Physical-Mathematical Sciences
Authors: ,
Abstract:

The problem of minimization of the monotonous convex separable function on the convex polyhedral set, generated by the parallel-sequential structure is considered. The three-level decomposition scheme of this problem solving is proposed. This scheme is the modification of the constraints relaxation method. The scheme reduces the problem solving to the solving of finite consequence of subproblems with the equality constraints.

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