- 대규모 비분리 콘벡스 최적화 - 미분가능한 경우
- ㆍ 저자명
- 박구현,신용식
- ㆍ 간행물명
- 韓國經營科學會誌
- ㆍ 권/호정보
- 1996년|21권 1호|pp.1-17 (17 pages)
- ㆍ 발행정보
- 한국경영과학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
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.