Title:

Proceedings of the 3rd Italian-Polish conference on applications of systems theory to economy, management and technology: Białowieża, Poland, May 26-31, 1976 * Optimization and control theory * A primal-dual large scale optimization method based on augmented lagrange functions and interaction shift prediction

Subtitle:

Książka = Book ; KS/1/1977/R01P10

Creator:

Wierzbicki, Andrzej (1937– )

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

1977

Description:

[4], 143-162 pages ; 21 cm ; Bibliography p. 161-162

Type of object:

Book/Chapter

Abstract:

The developements of the theory of augmented Lagrange functions (or, equivalently, shifted penalty functions) resulted in powerful saddle-point theorems and, recently, in new single-loop iterative algorithms for saddle-point seeking and for solving optimization problems with constraints. A particularly strong new algorithm is based on two variable metric approximations and a constraint shift (or violation) prediction. For large scale optirnization, this algorithm leads to a primal-dual coordination method. The method converges in a finite member of steps for quadratic problems with linear constraints and interactions, and generally converges rapidly for more complicated problems. The method has also other advantages of shifted penalty or augmented Lagrange funktions when applied to large scale optimization. lt is also hoped that the method can be used for on-line coordination in hierarchical control systems.

Relation:

Książka = Book

Resource type:

Text

Detailed Resource Type:

Book

Source:

KS-1977-01-R01P10

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open