Optimality tests for partitioning and sectional search algorithms

DOI10.1016/0096-3003(91)90016-GMaRDI QIDQ1178318zbMATH OpenOpenAlexFDO

Authors Vira Chankong

Publication date 26 June 1992

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(91)90016-g

zbMATH Keywords

constrained optimizationdecompositionfirst order optimality conditionsGauss-Southwell methodoptimality testspartitioningrelaxationsectional search algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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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