Abstract
This paper describes a general concept and a particular optimization algorithm for solving a class of large-scale nonlinear programming problems with a nested block-angular structured system of linear constraints with coupling variables. A primal optimization algorithm is developed, which is based on the recursive application of the partitioning concept to the nested structure in combination with a feasible directions method. The special column by column application of this partitioning concept finally leads to a very clear and efficient algorithm for nested problems, which is called ‘successive partitioning method’. It is shown that the reduced-gradient method can be represented as a special application of the concept.
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Kalliauer, A. An algorithm for hierarchical optimization of large-scale problems with nested structure. Mathematical Programming 25, 25–45 (1983). https://doi.org/10.1007/BF02591717
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DOI: https://doi.org/10.1007/BF02591717