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 Cassioli | 1 | 112 | 7.25 |
Marco Sciandrone | 2 | 168 | 14.06 |