Large Scale Optimization
State of the Art
Book
Article
The partitioning technique of J.F. Benders, which was generalized to nonlinear programming by Geoffrion, is further generalized to linearly constrained variational inequality problems. The conditions under whi...
Chapter and Conference Paper
This paper describes recently developed nonlinear programming algorithms for certain large-scale congested network models. The techniques include Restricted Simplicial Decomposition (RSD) applied to the single...
Chapter
Restricted simplicial decomposition (RSD) is a very useful technique for certain large-scale pseudoconvex programming problems such as the traffic assignment problem and other network flow problems. The “restr...
Article
We present a subgradient algorithm for minimizing the maximum of a finite collection of functions. It is assumed that each function is the sum of a finite collection of basic convex functions and that the numb...