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

Authors

  • Giampaolo Liuzzi CNR-IASI
  • Laura Palagi Dipartimento Informatica e Sistemistica "Antonio Ruberti"
  • Mauro Piacentini Dipartimento Informatica e Sistemistica "Antonio Ruberti"

Keywords:

Decomposition method, Jacobi-type iteration

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 assumpti

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Published

01-02-2010

How to Cite

Liuzzi, G., Palagi, L., & Piacentini, M. (2010). On the convergence of a Jacobi-type algorithm for Singly Linearly-Constrained Problems Subject to simple Bounds. Department of Computer and System Sciences Antonio Ruberti Technical Reports, 2(1). Retrieved from https://rosa.uniroma1.it/rosa00/index.php/dis_technical_reports/article/view/8854

Issue

Vol. 2 No. 1 (2010): On the convergence of a Jacobi-type algorithm for Singly Linearly-Constrained Problems Subject to simple Bounds

Section

Articles