- Tytuł:
- Large-scale nonlinear programming algorithm using projection methods
- Autorzy:
- Białoń, Paweł
- Powiązania:
- https://bibliotekanauki.pl/articles/729340.pdf
- Data publikacji:
- 2000
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
nonlinear optimization
large scale optimization
projection methods
zigzagging - Opis:
- A method for solving large convex optimization problems is presented. Such problems usually contain a big linear part and only a small or medium nonlinear part. The parts are tackled using two specialized (and thus efficient) external solvers: purely nonlinear and large-scale linear with a quadratic goal function. The decomposition uses an alteration of projection methods. The construction of the method is based on the zigzagging phenomenon and yields a non-asymptotic convergence, not dependent on a large dimension of the problem. The method preserves its convergence properties under limitations in complicating sets by geometric cuts. Various aspects and variants of the method are analyzed theoretically and experimentally.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2000, 20, 2; 171-194
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł