Year: 2014
Type: preprint
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.
Source: arXiv (Cornell University)
Author: Pedregal, Pablo
Language: English
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2241772698