On the convergence of a Jacobi-type algorithm for Singly Linearly-Constrained Problems Subject to simple Bounds

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.

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Year of publication:	2010-01
Authors:	Liuzzi, Giampaolo ; Palagi, Laura ; Piacentini, Mauro
Institutions:	Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
Subject:	Decomposition method Jacobi-type iteration

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Extent:	application/pdf
Series:	DIS Technical Reports. - ISSN 2035-5750.
Type of publication:	Book / Working Paper
Notes:	Number 2010-01 16 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010597750