Suvendu Pattanaik – Optimization Online

Douglas-Rachford method for the feasibility problem involving a circle and a disc

Published: 2018/09/07

Global Optimization Applications douglas-rachford algorithm, feasibility problem, global convergence, projector, reflector

The Douglas-Rachford algorithm is a classical and a successful method for solving the feasibility problems. Here, we provide a region for global convergence of the algorithm for the feasibility problem involving a disc and a circle in the Euclidean space of dimension two. Citation 1. Borwein, J.M., Sims, B.: The Douglas-Rachford algorithm in the absence … Read more

An Approximate Lagrange Multiplier Rule

Published: 2009/06/04

Joydeep Dutta

Suvendu Pattanaik

Michel Thera

Nonsmooth Optimization composite optimization, lagrange multiplier rule, locally lipschitz functions, nonsmooth calculus, subdifferential

In this paper, we show that for a large class of optimization problems, the Lagrange multiplier rule can be derived from the so-called approximate multiplier rule. In establishing the link between the approximate and the exact multiplier rule we first derive an approximate multiplier rule for a very general class of optimization problems using the … Read more