Name
Title | ||
|---|---|---|
On the convergence of the block nonlinear Gauss-Seidel method under convex constraints |
Abstract | ||
|---|---|---|
We give new convergence results for the block Gauss-Seidel method for problems where the feasible set is the Cartesian product of m closed convex sets, under the assumption that the sequence generated by the method has limit points. We show that the method is globally convergent for m=2 and that for m2 convergence can be established both when the objective function f is componentwise strictly quasiconvex with respect to m-2 components and when f is pseudoconvex. Finally, we consider a proximal point modification of the method and we state convergence results without any convexity assumption on the objective function. |
Year | DOI | Venue |
|---|---|---|
2000 | 10.1016/S0167-6377(99)00074-7 | Operations Research Letters |
Keywords | Field | DocType |
cartesian product,limit point,decomposition methods,convex constraint,algorithms,block gauss-seidel method,convex set,objective function,m2 convergence,feasible set,block nonlinear gauss-seidel method,gauss–seidel method,nonlinear programming,convergence result,convexity assumption,new convergence result | Applied mathematics,Convex combination,Nonlinear programming,Convex hull,Subderivative,Proper convex function,Convex optimization,Convex analysis,Gauss–Seidel method,Mathematics | Journal |
Volume | Issue | ISSN |
26 | 3 | Operations Research Letters |
Citations | PageRank | References |
98 | 9.23 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| L Grippo | 1 | 273 | 24.32 |
| M. Sciandrone | 2 | 335 | 29.01 |