메뉴 건너뛰기




Volumn 33, Issue 1, 2008, Pages 119-139

On decomposition methods for a class of partially separable nonlinear programs

Author keywords

Bilevel programming; Decomposition algorithms; Schur complement

Indexed keywords

ALGORITHMS;

EID: 61349108214     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1070.0282     Document Type: Article
Times cited : (15)

References (36)
  • 1
    • 0004796782 scopus 로고    scopus 로고
    • Alexandrov, N. M, M. Y. Hussaini, eds, State of the Art. SIAM, Philadelphia
    • Alexandrov, N. M., M. Y. Hussaini, eds. 1997. Multidisciplinary Design Optimization: State of the Art. SIAM, Philadelphia.
    • (1997) Multidisciplinary Design Optimization
  • 2
    • 0037858428 scopus 로고    scopus 로고
    • Analytical and computational aspects of collaborative optimization
    • Technical Report TM-2000-210104, NASA, Hampton, VA
    • Alexandrov, N. M., R. M. Lewis. 2000. Analytical and computational aspects of collaborative optimization. Technical Report TM-2000-210104, NASA, Hampton, VA.
    • (2000)
    • Alexandrov, N.M.1    Lewis, R.M.2
  • 3
    • 9644308639 scopus 로고
    • Partitioning procedures for solving mixed variables programming problems
    • Benders, J. F. 1962. Partitioning procedures for solving mixed variables programming problems. Numerische Mathematik 4 238-252.
    • (1962) Numerische Mathematik , vol.4 , pp. 238-252
    • Benders, J.F.1
  • 6
    • 0001992828 scopus 로고    scopus 로고
    • Development and application of the collaborative optimization architecture in a multidisciplinary design environment
    • N. M. Alexandrov, M. Y. Hussaini, eds, State of the Art. SIAM, Philadelphia
    • Braun, R. D., I. M. Kroo. 1997. Development and application of the collaborative optimization architecture in a multidisciplinary design environment. N. M. Alexandrov, M. Y. Hussaini, eds. Multidisciplinary Design Optimization: State of the Art. SIAM, Philadelphia, 98-116.
    • (1997) Multidisciplinary Design Optimization , pp. 98-116
    • Braun, R.D.1    Kroo, I.M.2
  • 7
    • 0033471382 scopus 로고    scopus 로고
    • An interior point algorithm for large-scale nonlinear programming
    • Byrd, R. H., M. E. Hribar, J. Nocedal. 1999. An interior point algorithm for large-scale nonlinear programming. SIAM J. Optim. 9 877-900.
    • (1999) SIAM J. Optim , vol.9 , pp. 877-900
    • Byrd, R.H.1    Hribar, M.E.2    Nocedal, J.3
  • 8
    • 21844501022 scopus 로고
    • Scenario analysis via bundle decomposition
    • Chun, B. J., S. M. Robinson. 1995. Scenario analysis via bundle decomposition. Ann. Oper. Res. 56 39-63.
    • (1995) Ann. Oper. Res , vol.56 , pp. 39-63
    • Chun, B.J.1    Robinson, S.M.2
  • 9
    • 0025207494 scopus 로고
    • Optimization with an auxiliary constraint and decomposition
    • Cohen, G., B. Miara. 1990. Optimization with an auxiliary constraint and decomposition. SIAM J. Control Optim. 28(1) 137-157.
    • (1990) SIAM J. Control Optim , vol.28 , Issue.1 , pp. 137-157
    • Cohen, G.1    Miara, B.2
  • 11
    • 0000583828 scopus 로고
    • Manifestations of the Schur complement
    • Cottle, R. W. 1974. Manifestations of the Schur complement. Linear Algebra Appl. 8 189-211.
    • (1974) Linear Algebra Appl , vol.8 , pp. 189-211
    • Cottle, R.W.1
  • 14
    • 33646024933 scopus 로고    scopus 로고
    • A local convergence analysis of bilevel decomposition algorithms
    • DeMiguel, V., W. Murray. 2006. A local convergence analysis of bilevel decomposition algorithms. Optim. Engrg. 7 99-133.
    • (2006) Optim. Engrg , vol.7 , pp. 99-133
    • DeMiguel, V.1    Murray, W.2
  • 16
    • 0030541525 scopus 로고    scopus 로고
    • On the formulation and theory of Newton interior-point method for nonlinear programming
    • El-Bakry, A. S., R. A. Tapia, T. Tsuchiya, Y. Zhang. 1996. On the formulation and theory of Newton interior-point method for nonlinear programming. J. Optim. Theory Appl. 89 507-541.
    • (1996) J. Optim. Theory Appl , vol.89 , pp. 507-541
    • El-Bakry, A.S.1    Tapia, R.A.2    Tsuchiya, T.3    Zhang, Y.4
  • 18
    • 0032358968 scopus 로고    scopus 로고
    • Primal-dual interior methods for nonconvex nonlinear programming
    • Forsgren, A., P. E. Gill. 1998. Primal-dual interior methods for nonconvex nonlinear programming. SIAM J. Optim. 8(4) 1132-1152.
    • (1998) SIAM J. Optim , vol.8 , Issue.4 , pp. 1132-1152
    • Forsgren, A.1    Gill, P.E.2
  • 19
    • 0003459687 scopus 로고    scopus 로고
    • A primal-dual interior method for nonconvex nonlinear programming
    • Technical Report 97-4-08, Computing Sciences Research, Bell Laboratories, Murray Hill, NJ
    • Gay, D. M., M. L. Overton, M. H. Wright. 1997. A primal-dual interior method for nonconvex nonlinear programming. Technical Report 97-4-08, Computing Sciences Research, Bell Laboratories, Murray Hill, NJ.
    • (1997)
    • Gay, D.M.1    Overton, M.L.2    Wright, M.H.3
  • 20
    • 0015419856 scopus 로고
    • Generalized Benders decomposition
    • Geoffrion, A. M. 1972. Generalized Benders decomposition. J. Optim. Theory Appl. 10(4) 237-260.
    • (1972) J. Optim. Theory Appl , vol.10 , Issue.4 , pp. 237-260
    • Geoffrion, A.M.1
  • 21
    • 0035603909 scopus 로고    scopus 로고
    • Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
    • Gould, N. I. M., D. Orban, A. Sartenaer, P. L. Toint. 2001. Superlinear convergence of primal-dual interior point algorithms for nonlinear programming. SIAM J. Optim. 11(4) 974-1002.
    • (2001) SIAM J. Optim , vol.11 , Issue.4 , pp. 974-1002
    • Gould, N.I.M.1    Orban, D.2    Sartenaer, A.3    Toint, P.L.4
  • 22
    • 0031211068 scopus 로고    scopus 로고
    • Multidisciplinary aerospace design optimization: Survey of recent developments
    • Haftka, R. T., J. Sobieszczanski-Sobieski. 1997. Multidisciplinary aerospace design optimization: Survey of recent developments. Structural Optim. 14 1-23.
    • (1997) Structural Optim , vol.14 , pp. 1-23
    • Haftka, R.T.1    Sobieszczanski-Sobieski, J.2
  • 23
    • 0343691647 scopus 로고
    • Approximate scenario solutions in the progressive hedging algorithm
    • Helgason, T., S. W. Wallace. 1991. Approximate scenario solutions in the progressive hedging algorithm. Ann. Oper: Res. 31 425-444.
    • (1991) Ann. Oper: Res , vol.31 , pp. 425-444
    • Helgason, T.1    Wallace, S.W.2
  • 24
    • 0007294939 scopus 로고
    • On the characterization of q-superlinear convergence of quasi-Newton interior-point methods for nonlinear programming
    • Martinez, H. H., Z. Parada, R. A. Tapia. 1995. On the characterization of q-superlinear convergence of quasi-Newton interior-point methods for nonlinear programming. Boletín de la Sociedad Matemática Mexicana 1 1-12.
    • (1995) Boletín de la Sociedad Matemática Mexicana , vol.1 , pp. 1-12
    • Martinez, H.H.1    Parada, Z.2    Tapia, R.A.3
  • 25
    • 0039549916 scopus 로고
    • Parallel bundle-based decomposition for large-scale structured mathematical programming problems
    • Medhi, D. 1990. Parallel bundle-based decomposition for large-scale structured mathematical programming problems. Ann. Oper: Res. 22 101-127.
    • (1990) Ann. Oper: Res , vol.22 , pp. 101-127
    • Medhi, D.1
  • 26
    • 6344242214 scopus 로고    scopus 로고
    • Interior point methods for mathematical programs with, complementarity constraints
    • Technical report, Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh
    • Raghunathan, A. U., L. T. Biegler. 2003. Interior point methods for mathematical programs with, complementarity constraints. Technical report, Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh.
    • (2003)
    • Raghunathan, A.U.1    Biegler, L.T.2
  • 27
    • 0039549879 scopus 로고
    • Bundle-based decomposition: Description and preliminary results
    • A. Prekopa, J. Szelezsan, B. Strazicky, eds, Springer-Verlag, Berlin
    • Robinson, S. M. 1986. Bundle-based decomposition: Description and preliminary results. A. Prekopa, J. Szelezsan, B. Strazicky, eds. System Modelling and Optimization. Lecture Notes in Control and Information Sciences. Springer-Verlag, Berlin, 751-756.
    • (1986) System Modelling and Optimization. Lecture Notes in Control and Information Sciences , pp. 751-756
    • Robinson, S.M.1
  • 28
    • 0000514655 scopus 로고
    • Scenarios and policy aggregation in optimization under uncertainty
    • Rockafellar, R. T., R. J.-B. Wets. 1991. Scenarios and policy aggregation in optimization under uncertainty. Math. Oper. Res. 16 119-147.
    • (1991) Math. Oper. Res , vol.16 , pp. 119-147
    • Rockafellar, R.T.1    Wets, R.J.-B.2
  • 29
    • 0022751475 scopus 로고
    • A regularized decomposition for minimizing a sum of polyhedral functions
    • Ruszczynski, A. 1986. A regularized decomposition for minimizing a sum of polyhedral functions. Math. Programming 35 309-333.
    • (1986) Math. Programming , vol.35 , pp. 309-333
    • Ruszczynski, A.1
  • 30
    • 0029350274 scopus 로고
    • On convergence of an augmented Lagrangian decomposition method for sparse convex optimization
    • Ruszczynski, A. 1995. On convergence of an augmented Lagrangian decomposition method for sparse convex optimization. Math. Oper. Res. 20(3) 634-656.
    • (1995) Math. Oper. Res , vol.20 , Issue.3 , pp. 634-656
    • Ruszczynski, A.1
  • 32
    • 33646036348 scopus 로고
    • The application of parametric optimization and imbedding for the foundation and realization of a generalized primal decomposition approach
    • J. Guddat, H. Jongen, B. Kummer, F. Nozicka, eds, Akademie-Verlag, Berlin
    • Tammer, K. 1987. The application of parametric optimization and imbedding for the foundation and realization of a generalized primal decomposition approach. J. Guddat, H. Jongen, B. Kummer, F. Nozicka, eds. Parametric Optimization and Related Topics, Mathematical Research, Vol. 35. Akademie-Verlag, Berlin, 376-386.
    • (1987) Parametric Optimization and Related Topics, Mathematical Research , vol.35 , pp. 376-386
    • Tammer, K.1
  • 33
    • 0014534894 scopus 로고
    • L-shaped linear programs with application to optimal control and stochastic programming
    • Van Slyke, R., R. J.-B. Wets. 1969. L-shaped linear programs with application to optimal control and stochastic programming. SIAM J. Appl. Math. 17 638-663.
    • (1969) SIAM J. Appl. Math , vol.17 , pp. 638-663
    • Van Slyke, R.1    Wets, R.J.-B.2
  • 34
    • 0004212718 scopus 로고    scopus 로고
    • An interior-point algorithm for nonconvex nonlinear programming
    • Technical Report SOR-97-21, Statistics and Operations Research, Princeton University, Princeton, NJ
    • Vanderbei, R. J., D. F. Shanno. 1997. An interior-point algorithm for nonconvex nonlinear programming. Technical Report SOR-97-21, Statistics and Operations Research, Princeton University, Princeton, NJ.
    • (1997)
    • Vanderbei, R.J.1    Shanno, D.F.2
  • 35
    • 0036737815 scopus 로고    scopus 로고
    • Local convergence of a primal-dual method for degenerate nonlinear programming
    • Vicente, L. N., S. J. Wright. 2002. Local convergence of a primal-dual method for degenerate nonlinear programming. Computational Optim. Appl. 22 311-328.
    • (2002) Computational Optim. Appl , vol.22 , pp. 311-328
    • Vicente, L.N.1    Wright, S.J.2
  • 36
    • 0000273506 scopus 로고    scopus 로고
    • Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization
    • Yamashita, H., H. Yabe. 1996. Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization. Math. Programming 75 377-397.
    • (1996) Math. Programming , vol.75 , pp. 377-397
    • Yamashita, H.1    Yabe, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.