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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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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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Correspondence to Laura Palagi.

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Liuzzi, G., Palagi, L. & Piacentini, M. On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds. Optim Lett 5, 347–362 (2011). https://doi.org/10.1007/s11590-010-0214-x

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  • DOI: https://doi.org/10.1007/s11590-010-0214-x

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