|
|
|
Prediction-correction alternating direction method for a class of constrained min-max problems |
| LI Min, HE Bingsheng |
| Department of Mathematics, Nanjing University, Nanjing 210093, China |
|
|
|
|
Abstract The problems concerned in this paper are a class of constrained min-max problems. By introducing the Lagrange multipliers to the linear constraints, such problems can be solved by some projection type prediction-correction methods. However, to obtain components of the predictor one by one, we use an alternating direction method. And then the new iterate is generated by a minor correction. Global convergence of the proposed method is proved. Finally, numerical results for a constrained single-facility location problem are provided to verify that the new method is effective for some practical problems.
|
|
Issue Date: 05 March 2007
|
|
|
Viewed |
|
|
|
Full text
|
|
|
|
|
Abstract
|
|
|
|
|
Cited |
|
|
|
|
| |
Shared |
|
|
|
|
| |
Discussed |
|
|
|
|
