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

Giampaolo Liuzzi (), Laura Palagi and Mauro Piacentini ()
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Giampaolo Liuzzi: Consiglio Nazionale delle Ricerche - Istituto di Analisi dei Sistemi ed Informatica "A. Ruberti" (CNR - IASI) - Viale Manzoni 30 - Rome, Italy. Tel.: +39-06-7716439, Fax: +39-06-7716461
Mauro Piacentini: Sapienza Universita' di Roma - Dipartimento di Informatica e Sistemistica A. Ruberti (DIS) - Via Ariosto 25 - Rome, Italy. Tel.: +39-06-77274085

No 2010-01, DIS Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"

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.

Keywords: Decomposition; method; Jacobi-type; iteration (search for similar items in EconPapers)
Pages: 16 pages
Date: 2010-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-01.pdf First version, 2010 (application/pdf)

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