| Article ID: | iaor19931567 |
| Country: | Brazil |
| Volume: | 1 |
| Issue: | 1 |
| Start Page Number: | 55 |
| End Page Number: | 78 |
| Publication Date: | Aug 1988 |
| Journal: | Investigacin Operativa |
| Authors: | Granville Srgio, Schechtman Jack |
| Keywords: | programming: linear, lagrange multipliers |
The Augmented Lagrangian Approach is a well known technique in nonlinear programming to reduce a nonlinearly constrained optimization problem to a sequence of unconstrained optimization problems. Here the authors use the same idea to eliminate some special constraints in a linear programming problem in order to decompose it. Applications to Block Angular and Staircase Systems are presented and discussed.