Optimality tests for partitioning and sectional search algorithms (Q1178318)
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English | Optimality tests for partitioning and sectional search algorithms |
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Optimality tests for partitioning and sectional search algorithms (English)
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26 June 1992
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This paper considers an extension of the Gauss-Southwell procedure for constrained optimization, i.e. at each step a minimization is performed with respect to a restricted set of variables. The author discusses whether a limit point of the algorithm satisfies the first order optimality conditions. He gives a posteriori sufficient conditions relating the multipliers computed for each subproblem.
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optimality tests
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sectional search algorithms
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relaxation
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partitioning
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decomposition
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Gauss-Southwell method
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constrained optimization
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first order optimality conditions
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