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Point-to-Set Maps and Mathematical Programming pp 158–171Cite as

Convergence analysis for two-level algorithms of mathematical programming

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Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 10))

Abstract

A general scheme, covering a wide class of two-level methods, is formulated. The possibilities for handling truncation errors and stopping rules on both levels are described. The convergence of the algorithm is proved under general assumptions, and computational results for an example of a minimax problem are given.

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References

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Author information

Authors and Affiliations

  1. Politechnika Warszawska, Warsaw, Poland

    J. Szymanowski & A. Ruszczynski

Authors
  1. J. Szymanowski
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  2. A. Ruszczynski
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P. Huard

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© 1979 The Mathematical Programming Society

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Szymanowski, J., Ruszczynski, A. (1979). Convergence analysis for two-level algorithms of mathematical programming. In: Huard, P. (eds) Point-to-Set Maps and Mathematical Programming. Mathematical Programming Studies, vol 10. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120852

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  • DOI: https://doi.org/10.1007/BFb0120852

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00797-2

  • Online ISBN: 978-3-642-00798-9

  • eBook Packages: Springer Book Archive

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