An approach to the solution of high-dimensional problems of mathematical programming

被引：0
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作者：
Inst. Problem Upravleniya, RAN, Moscow, Russia [1 ]
机构：
来源：
Avtomatika i Telemekhanika | 2002年 / 02期
关键词：
Algorithms - Iterative methods - Mathematical techniques - Numerical analysis;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
An algorithm is suggested for numerical solution of the high-dimensional problems of mathematical programming when variables, taking part only in linear limitations, dominate. The problem specific features allow one to divide its variables by two groups. The problem structure makes it possible to apply an iterative algorithm which supposes at every step solving two problems: a large-dimensionality linear programming one and small-dimensionality nonlinear programming one.
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页码：174 / 178
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