Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
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Dual Variable Stabilization (DVS)<strong>Dynamic</strong> <strong>Constraint</strong> <strong>Aggregation</strong> (DCA)<strong>Stabilized</strong> <strong>Dynamic</strong> <strong>Constraint</strong> <strong>Aggregation</strong> (<strong>SDCA</strong>)<strong>SDCA</strong>: <strong>Stabilized</strong> & row-aggregated problem18/27Proposition 2Row-aggregated parameters: P s → P s QFor all l ∈ Lε s Q−,l := min t∈T l{ε s −,t},δ s Q−,l := ∑ t∈T lδ s −,t,ε s Q+,l := min t∈T l{ε s +,t};δ s Q+,l := ∑ t∈T lδ s +,t<strong>Stabilized</strong> primal solution: P s Q→ P sλ s x := λ s Qx , ∀x ∈ ∆ Qλ s x := 0, ∀x ∈ ∆ \ ∆ Qy s −,t := y s Q−,l and y s +,t := y s Q+,l , ∀t ∈ T l, l ∈ L,