A decomposition procedure based on approximate Newton directions

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dc.contributor.author Conejo, Antonio J.
dc.contributor.author Nogales, Francisco J.
dc.contributor.author Prieto, Francisco J.
dc.date.accessioned 2012-07-20T11:33:28Z
dc.date.available 2012-07-20T11:33:28Z
dc.date.issued 2002-12
dc.identifier.bibliographicCitation Mathematical Programming, 2002, v. 93, n. 3, p. 495-515
dc.identifier.issn 0025-5610
dc.identifier.uri http://hdl.handle.net/10016/14955
dc.description The original publication is available at www.springerlink.com
dc.description.abstract The efficient solution of large-scale linear and nonlinear optimization problems may require exploiting any special structure in them in an efficient manner. We describe and analyze some cases in which this special structure can be used with very little cost to obtain search directions from decomposed subproblems. We also study how to correct these directions using (decomposable) preconditioned conjugate gradient methods to ensure local convergence in all cases. The choice of appropriate preconditioners results in a natural manner from the structure in the problem. Finally, we conduct computational experiments to compare the resulting procedures with direct methods.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Springer
dc.relation.isversionof http://hdl.handle.net/10016/153
dc.rights ©Springer-Verlag 2002
dc.subject.other 90C26
dc.subject.other 90C30
dc.subject.other 49M27
dc.title A decomposition procedure based on approximate Newton directions
dc.type article
dc.description.status Publicado
dc.relation.publisherversion http://dx.doi.org/10.1007/s10107-002-0304-3
dc.subject.eciencia Estadística
dc.identifier.doi 10.1007/s10107-002-0304-3
dc.rights.accessRights openAccess
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 495
dc.identifier.publicationissue 3
dc.identifier.publicationlastpage 515
dc.identifier.publicationtitle Mathematical Programming
dc.identifier.publicationvolume 93
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