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.
On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds / Liuzzi, Giampaolo; Palagi, Laura; Piacentini, Mauro. - In: OPTIMIZATION LETTERS. - ISSN 1862-4472. - STAMPA. - 5:2(2011), pp. 347-362. [10.1007/s11590-010-0214-x]
On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds
LIUZZI, Giampaolo;PALAGI, Laura;PIACENTINI, Mauro
2011
Abstract
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.File allegati a questo prodotto
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