A row-action method for convex programming |
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Authors: | Alfredo N. Iusem B. F. Svaiter |
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Affiliation: | (1) Instituto de Matemática Pura e Aplicada, Estrada Dona Castorina 110, CEP 22460 Jardim Botânico, Rio de Janeiro, R.J., Brazil |
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Abstract: | We present a new method for minimizing a strictly convex function subject to general convex constraints. Constraints are used one at a time, no changes are made in the constraint functions (thus the row-action nature of the algorithm) and at each iteration a subproblem is solved consisting of minimization of the objective function subject to one or two linear equations. Convergence of the algorithm is established and the method is compared with other row-action algorithms for several relevant particular cases.Corresponding author. Research of this author was partially supported by CNPq grant No. 301280/86. |
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Keywords: | 90C25 90C30 |
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