한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)

  • 제21권1호
  • /
  • Pages.1-17
  • /
  • 1996
  • /
  • 1225-1119(pISSN)
  • /
  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

대규모 비분리 콘벡스 최적화 - 미분가능한 경우

Large-scale Nonseparabel Convex Optimization:Smooth Case

  • 박구현 (홍익대학교 산업공학과) ;
  • 신용식 (홍익대학교 산업공학과)
  • 발행 : 1996.04.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

There have been considerable researches for solving large-scale separable convex optimization ptoblems. In this paper we present a method for large-scale nonseparable smooth convex optimization problems with block-angular linear constraints. One of them is occurred in reconfiguration of the virtual path network which finds the routing path and assigns the bandwidth of the path for each traffic class in ATM (Asynchronous Transfer Mode) network [1]. The solution is approximated by solving a sequence of the block-angular structured separable quadratic programming problems. Bundle-based decomposition method [10, 11, 12]is applied to each large-scale separable quadratic programming problem. We implement the method and present some computational experiences.

키워드

참고문헌

  1. 한국경영과학회지 v.20 no.1 ATM 망의 가상경로 루팅 최적화 박구현
  2. 한국통신학회논문지 ATM 망에서의 가상경로 설계 박구현;신용식
  3. Network Flows: Theory. Algorithms, and Applications Ahuja,R.K.;Magnanti,T.L.;Orlin,J.B.
  4. Nonlinear Programming: Theory and Algorithms Bazaraa,M;Shettey,C.M.
  5. Mathematical Programming v.11 Superlinearly Convergent Quasi Newton Algorithms for Nonlinearly Constrained Optimization Problems Garcia Palomares,U.M.;Mangasarian,O.L.
  6. Journal of Optimization Theory and Application v.22 A Globally Convergent Method for Nonlinear Programming Han,S.P.
  7. Optimization Theroy for Large Systems Lasdon,L.S.
  8. Nonsmooth Optimization Bundle Methods in Nonsmooth Optimizaton Lemarechal,C.;C.Lemarechal(ed.);R.Mifflin(ed.)
  9. Nonlinear Programming 4 On a Bundle Algorithm for Nonsmooth Optimization Lemarechal,C.;Strodiot,J.J.;A.;O.L.Magasarian(ed.);R.R.Meyer(ed.);S.M.Robinson(ed.)
  10. Mathematical Programming v.66 Bundle-based Decomposition for Large-scale convex Optimization: Error estimate and Application to Block-angular Linear Programs Medhi,D.
  11. System Modelling and Optimization Bundle-based Decomposition: Description and Preliminary Results Robinson,S.M.;A.Prekopa(ed.);J.Szelezsan(ed.);B.Strazicky(ed.)
  12. Analyse Non Lineaire 6;Technical Report, Department of Industrial Engineering, University of Wisconsin-Madison Bundle-based Decomposition: Conditions for Convergence Robinson,S.M.
  13. Convex Analysis Rockafellar,R.T.
  14. Conjuatge Duality and Optimization Rockafellar,R.T.