Abstract:
Based on the global Krotov successive improvement method, we propose a dual computational algorithm for a discrete optimal control problem corresponding to a convex large-scale quadratic programming problem with a separable functional that arises in the prediction of the direct costs (structural) matrix in dynamic input-output models. With decomposition, we are able to use a special form of the constraint matrix to reduce the problem dimension.
Keywords:input-output (intersectoral balance) model, direct costs (structural) matrix, balanced prediction, quadratic programming, decomposition, Krotov’s dual optimal control method.