Abstract

<p style='text-indent:20px;'>In this paper, by combining the splitting method of augmented Lagrange function (ALF) with the sequential quadratic programming (SQP) approximation, a novel ALF-based splitting algorithm with SQP structure is proposed for multi-block linear constrained nonconvex separable optimization. The new algorithm uses ALF-based splitting idea to decompose the original problem into several small-scale subproblems. Meanwhile, the SQP approximation and Armijo-type line search are used to solve some subproblems with smoothness concurrently. Under the conventional weak hypothesis, the decreasing property of ALF as merit function is obtained. Furthermore, the global convergence, strong convergence and convergence rate results of the new algorithm in general sense are given.</p>

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.