Constraint aggregation in infinite-dimensional spaces and applications

Arkadii V. Kryazhimskii, Andrzej Ruszczyński

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

An aggregation technique for constraints with values in Hilbert spaces is suggested. The technique allows us to replace the original optimization problem by a sequence of subproblems having scalar or finite-dimensional constraints. Applications to optimal control, games, and stochastic programming are discussed in detail.

Original languageEnglish (US)
Pages (from-to)769-795
Number of pages27
JournalMathematics of Operations Research
Volume26
Issue number4
DOIs
StatePublished - Nov 2001

Fingerprint

Stochastic programming
Infinite-dimensional Spaces
Hilbert spaces
Aggregation
Agglomeration
Stochastic Programming
Optimal Control
Hilbert space
Scalar
Game
Optimization Problem
Optimization problem
Optimal control

All Science Journal Classification (ASJC) codes

  • Mathematics(all)
  • Computer Science Applications
  • Management Science and Operations Research

Keywords

  • Aggregation
  • Constrained optimization in vector spaces
  • Games
  • Optimal control
  • Stochastic programming

Cite this

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Constraint aggregation in infinite-dimensional spaces and applications. / Kryazhimskii, Arkadii V.; Ruszczyński, Andrzej.

In: Mathematics of Operations Research, Vol. 26, No. 4, 11.2001, p. 769-795.

Research output: Contribution to journalArticle

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