Prediction-correction alternating direction method for a class of constrained min-max problems

Expand
  • Department of Mathematics, Nanjing University, Nanjing 210093, China

Published date: 05 Mar 2007

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.

Cite this article

LI Min, HE Bingsheng . Prediction-correction alternating direction method for a class of constrained min-max problems[J]. Frontiers of Mathematics in China, 2007 , 2(1) : 103 -121 . DOI: 10.1007/s11464-007-0007-4

Outlines

/