On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds

被引：4
|
作者：
Liuzzi, Giampaolo [1 ]
Palagi, Laura [2 ]
Piacentini, Mauro [2 ]
机构：
[1] CNR, Ist Anal Sistemi & Informat A Ruberti, CNR,IASI, Rome, Italy
[2] Univ Roma La Sapienza, Dipartimento Informat & Sistemist A Ruberti DIS, Rome, Italy
来源：
OPTIMIZATION LETTERS | 2011年 / 5卷 / 02期
关键词：
Decomposition method; Jacobi-type iteration; DECOMPOSITION ALGORITHM; SMO ALGORITHM; MODEL;
D O I：
10.1007/s11590-010-0214-x
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this work we define a block decomposition Jacobi-type method for nonlinear optimization problems with one linear constraint and bound constraints on the variables. We prove convergence of the method to stationary points of the problem under quite general assumptions.
引用
收藏
页码：347 / 362
页数：16
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