In this paper, we present a modified decomposition algorithm and its bundle style variant for convex programming problems with separable structure. We prove that these methods are globally and linearly convergent and ...In this paper, we present a modified decomposition algorithm and its bundle style variant for convex programming problems with separable structure. We prove that these methods are globally and linearly convergent and discuss the application of the bundle variant in parallel computations.展开更多
In this paper, a new algorithm for inequality constrained optimization problems is presented. The algorithm is feasible and is globally and superlinearly convergent under some weaker assumptions - without strict comp...In this paper, a new algorithm for inequality constrained optimization problems is presented. The algorithm is feasible and is globally and superlinearly convergent under some weaker assumptions - without strict complementary condition.展开更多
基金National Natural Science Foundations of China under No.70471012 and No.70771028National Basic Research Program of China(973 program)under No.2007CBS14904“Golden Spike”Foundation of Fudan University.
文摘In this paper, we present a modified decomposition algorithm and its bundle style variant for convex programming problems with separable structure. We prove that these methods are globally and linearly convergent and discuss the application of the bundle variant in parallel computations.
文摘In this paper, a new algorithm for inequality constrained optimization problems is presented. The algorithm is feasible and is globally and superlinearly convergent under some weaker assumptions - without strict complementary condition.