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Large-scale nonlinear programming algorithm using projection methods

Paweł Białoń (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

A method for solving large convex optimization problems is presented. Such problems usually contain a big linear part and only a small or medium nonlinear part. The parts are tackled using two specialized (and thus efficient) external solvers: purely nonlinear and large-scale linear with a quadratic goal function. The decomposition uses an alteration of projection methods. The construction of the method is based on the zigzagging phenomenon and yields a non-asymptotic convergence, not dependent...

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