On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds.
Giampaolo LiuzziLaura PalagiMauro PiacentiniPublished in: Optim. Lett. (2011)
Keyphrases
- iterative algorithms
- optimal solution
- constrained problems
- convergence rate
- dynamic programming
- np hard
- optimization algorithm
- learning algorithm
- worst case
- cost function
- randomly generated
- constraint satisfaction
- optimization problems
- particle swarm optimization
- orders of magnitude
- ant colony optimization
- branch and bound algorithm
- mathematical programming
- computational complexity