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Implementing stability results in solving large scale convex programming problems

  • Decomposition And Games
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Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 111))

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Abstract

The problem of handling large scale nonlinear programming problems is discussed. LSUMT. Vl is a modification for the well-known SUMT package, for solving nonlinear programming problems, to be adapted for solving large scale convex programs using pricing mechanism coordination. In this paper some stability notions, and related qualitative and quantitative analysis results are implemented to achieve some improvement in LSUMT. Vl algorithm. Comments are given on how to assemble a code for the proposed modified LSUMT algorithm. An illustrative example, to show the resulting savings in computation, is presented.

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References

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A. Bensoussan J. L. Lions

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© 1988 Springer-Verlag

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Osman, M.S.A., El-Hefny, M.R., El-Ariny, A.K.H. (1988). Implementing stability results in solving large scale convex programming problems. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 111. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0042243

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  • DOI: https://doi.org/10.1007/BFb0042243

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19237-4

  • Online ISBN: 978-3-540-39161-6

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