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

Listed author(s):
  • 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)

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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File Function: First version, 2010
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Paper provided by Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" in its series DIS Technical Reports with number 2010-01.

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Length: 16 pages
Date of creation: Jan 2010
Handle: RePEc:aeg:wpaper:2010-1
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