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系统工程理论与实践 1999
Double Circle Iterative Algorithm for a Class of Large Scale Nonseparable Composite Optimization Problems
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Abstract:
For a class of large scale, nonseparable and nonlinear composite optimization problems, it is difficult to solve it directly. This paper presents a method to embed the original problem into separable parametric optimization problems and proves that the optimal solutions of the original problems are in the set of solutions of separable parametric optimization problems. An approach is given to pick out the optimal solution from the set of solutions of the parametric optimization problems.