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U.S.S.R. Comput. Maths. Math. Phys., Vol.26, No.1, p. 96, 1986 Pergamon c 1987 Elsevier Science Ltd
 

Summary: U.S.S.R. Comput. Maths. Math. Phys., Vol.26, No.1, p. 96, 1986
Pergamon c 1987 Elsevier Science Ltd
Printed in Great Britain. All rights reserved
EXTRAPOLATION METHODS OF COMPUTING
THE SADDLE POINT OF A LAGRANGE FUNCTION
AND APPLICATION TO PROBLEMS
WITH BLOCK-SEPARABLE STRUCTURE1
A.S. ANTIPIN
Consider the problem of convex block-separable programming
x
argmin
N
t=1
ft(xt) :
N
t=1
gt(xt) 0, xi Qi . (1)
Here, for any t = 1, 2, . . . , N, the vector xt belongs to an n-dimensional Euclidean space Rn
, the function
ft(xt) are convex, gt(xt) = g1t(xt), . . . , gmt(xt) is an m-dimensional vector, every component of which git(x(t),

  

Source: Antipin, Anatoly S. - Dorodnicyn Computing Centre of the Russian Academy of Sciences

 

Collections: Computer Technologies and Information Sciences; Mathematics