Space-decomposition multiplier method for constrained minimization problems

Abstract

In this paper, a new multiplier method that decomposes variable space into decomposed spaces is introduced. This method allows constrained minimization problems to be decomposed into subproblems. A potential constraint strategy that uses only part of the constraint set in the decomposed-space subproblems is also presented to increase the efficiency of this new space-decomposition multiplier method. Three examples are given to demonstrate this method and the potential constraint strategy. (C) 2001 Elsevier Science Ltd. All rights reserved.