Article ID: | iaor20113744 |
Volume: | 5 |
Issue: | 2 |
Start Page Number: | 347 |
End Page Number: | 362 |
Publication Date: | May 2011 |
Journal: | Optimization Letters |
Authors: | Palagi Laura, Liuzzi Giampaolo, Piacentini Mauro |
Keywords: | decomposition |
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.