Kolosnitsyn A. Simplex embedding method in decomposition of large sparse convex nondifferentiable optimization problems // CEUR Workshop Proceedings. Vol.2098. 2018. P.189-199. We consider an adaptation of the simplex embedding method to the decomposition of large-scale convex problem with sparse block-wise constraint matrix. According to the Lagrangean relaxation technique such problem is reduced to the maximization of nondifferentiable concave function with subgradient that can be easily calculated...
Теги: decomposition , lagrangean relaxation , nondifferentiable optimization , simplex embedding method , optimization , concave function , convex problems , embedding method , non-differentiable , non-differentiable functions , non-differentiable optimization , numerical
