Constrained optimization through fixed point techniques
Optimization and Control
2015-10-27 v4
Abstract
We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a certain map. Contrary to typical dual strategies, optimal vectors of multipliers are sought as fixed points for that map. Two distinctive features are worth highlighting: its simplicity and flexibility for the implementation, and its convergence properties.
Cite
@article{arxiv.1409.5249,
title = {Constrained optimization through fixed point techniques},
author = {Pablo Pedregal},
journal= {arXiv preprint arXiv:1409.5249},
year = {2015}
}
Comments
14 pages, 2 figures