Abstract
The Thevenin theorem, one of the most celebrated results of electric circuit theory, provides a two-parameter characterization of the behavior of an arbitrarily large circuit, as seen from two of its terminals. We interpret the theorem as a sensitivity result in an associated minimum energy/network flow problem, and we abstract its main idea to develop a decomposition method for convex quadratic programming problems with linear equality constraints, of the type arising in a variety of contexts such as the Newton method, interior point methods, and least squares estimation. Like the Thevenin theorem, our method is particularly useful in problems involving a system consisting of several sub-systems, connected to each other with a small number of coupling variables.
Original language | English (US) |
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Pages (from-to) | 1-15 |
Number of pages | 15 |
Journal | Journal of Optimization Theory and Applications |
Volume | 89 |
Issue number | 1 |
DOIs | |
State | Published - Apr 1996 |
Externally published | Yes |
Keywords
- Circuit theory
- Decomposition
- Network flows
- Optimization
ASJC Scopus subject areas
- Control and Optimization
- Applied Mathematics
- Management Science and Operations Research