Title
A convergent decomposition method for box-constrained optimization problems
Abstract
In this work we consider the problem of minimizing a continuously differentiable function over a feasible set defined by box constraints. We present a decomposition method based on the solution of a sequence of subproblems. In particular, we state conditions on the rule for selecting the subproblem variables sufficient to ensure the global convergence of the generated sequence without convexity assumptions. The conditions require to select suitable variables (related to the violation of the optimality conditions) to guarantee theoretical convergence properties, and leave the degree of freedom of selecting any other group of variables to accelerate the convergence.
Year
DOI
Venue
2009
10.1007/s11590-009-0119-8
Optimization Letters
Keywords
Field
DocType
decomposition methods · gauss-southwell method · global convergence,degree of freedom,decomposition method
Convergence (routing),Degrees of freedom (statistics),Mathematical optimization,Convexity,Decomposition method (constraint satisfaction),Feasible region,Constrained optimization problem,Smoothness,Mathematics
Journal
Volume
Issue
ISSN
3
3
1862-4480
Citations 
PageRank 
References 
4
0.42
7
Authors
2
Name
Order
Citations
PageRank
Andrea Cassioli11127.25
Marco Sciandrone216814.06