An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed

DOI10.1007/S11075-008-9261-0MaRDI QIDQ735064zbMATH OpenOpenAlexFDO

Authors L. Bayón, M. M. Ruiz, P. M. Suárez, José María Grau

Publication date 14 October 2009

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-008-9261-0

zbMATH Keywords

coordinate descenthydrothermal coordinationnumerical algorithmoptimal controlZangwill's theorem

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Newton-type methods (49M15) Numerical optimization and variational techniques (65K10)

Review text

The authors study a classical electrical engineering problem: the short term hydrothermal coordination problem. For this problem, a necessary minimum condition is given using optimal control theory and a computationally efficient numerical algorithm based on coordinate descent is described. An example is presented.

Recommendations

• Cyclic coordinate descent in hydrothermal nonsmooth problems
• The 2-coordinate descent method for solving double-sided simplex constrained minimization problems
• Cyclic coordinate descent in a class of bang-singular-bang problems
• Coordinate descent algorithms
• scientific article; zbMATH DE number 1203305

Cites work

• A new formulation of the equivalent thermal in optimization of hydrothermal systems
• Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Error bounds for a numerical solution for dynamic economic models
• scientific article; zbMATH DE number 1953597 (Why is no real title available?)
• scientific article; zbMATH DE number 3310599 (Why is no real title available?)
• Image recovery via total variation minimization and related problems
• New developments on equivalent thermal in hydrothermal optimization: an algorithm of approximation
• Nonsmooth optimization of hydrothermal problems
• On the convergence of the coordinate descent method for convex differentiable minimization
• Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints

Cited in

(5)

• An almost cyclic 2-coordinate descent method for singly linearly constrained problems
• scientific article; zbMATH DE number 1203305 (Why is no real title available?)
• Cyclic coordinate descent in a class of bang-singular-bang problems
• Cyclic coordinate descent in hydrothermal nonsmooth problems
• Coordinate great circle descent algorithm with application to single-index models

This page was built for publication: An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q735064)