On the convergence of a Jacobi‐type algorithm for singly linearly‐constrained problems subject to simple bounds

On the convergence of a Jacobi‐type algorithm for singly linearly‐constrained problems subject to simple bounds

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Article ID: iaor20113744
Volume: 5
Issue: 2
Start Page Number: 347
End Page Number: 362
Publication Date: May 2011
Journal: Optimization Letters
Authors: , ,
Keywords: decomposition
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.

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