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On the convergence of a Jacobi-type algorithm for Singly Linearly-Constrained Problems Subject to simple Bounds

Author

Listed:
  • Giampaolo Liuzzi

    () (Consiglio Nazionale delle Ricerche - Istituto di Analisi dei Sistemi ed Informatica "A. Ruberti" (CNR - IASI) - Viale Manzoni 30 - Rome, Italy. Tel.: +39-06-7716439, Fax: +39-06-7716461)

  • Laura Palagi

    () (Sapienza Universita' di Roma - Dipartimento di Informatica e Sistemistica, Rome, Italy)

  • Mauro Piacentini

    () (Sapienza Universita' di Roma - Dipartimento di Informatica e Sistemistica A. Ruberti (DIS) - Via Ariosto 25 - Rome, Italy. Tel.: +39-06-77274085)

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.

Suggested Citation

  • Giampaolo Liuzzi & Laura Palagi & Mauro Piacentini, 2010. "On the convergence of a Jacobi-type algorithm for Singly Linearly-Constrained Problems Subject to simple Bounds," DIS Technical Reports 2010-01, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
  • Handle: RePEc:aeg:wpaper:2010-1
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    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-01.pdf
    File Function: First version, 2010
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    Cited by:

    1. Andrea Manno & Laura Palagi & Simone Sagratella, 2014. "A Class of Convergent Parallel Algorithms for SVMs Training," DIAG Technical Reports 2014-17, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".

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