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On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds |
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| Authors: | Giampaolo Liuzzi Laura Palagi Mauro Piacentini |
| Institution: | 1. Consiglio Nazionale delle Ricerche, Istituto di Analisi dei Sistemi ed Informatica ??A. Ruberti?? (CNR, IASI), Viale Manzoni 30, Rome, Italy 2. Dipartimento di Informatica e Sistemistica A. Ruberti (DIS), Sapienza Universit?? di Roma, Via Ariosto 25, Rome, Italy |
| 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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