Constraint Aggregation in Infinite-Dimensional Spaces and Applications
Published Online:1 Nov 2001https://doi.org/10.1287/moor.26.4.769.10009
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.
