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An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed

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Abstract

In this paper we present an application of the algorithm of the cyclic coordinate descent in multidimensional variational problems with constrained speed, the physical motivation of the problem being the optimization of hydrothermal systems. The proof of the convergence of the succession generated by the algorithm was based on the use of an appropriate adaptation of Zangwill’s global theorem of convergence. We have also included an algorithm for the formal construction of the descending succession (the solution of an optimum control problem), the approximation of which we carried out using an adaptation of the Euler method in conjunction with a procedure inspired by the shooting method.

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Authors and Affiliations

  1. Department of Mathematics, University of Oviedo, E.U.I.T.I. Campus of Viesques, Gijón, 33203, Spain

    L. Bayón, J. M. Grau, M. M. Ruiz & P. M. Suárez

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  1. L. Bayón
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  2. J. M. Grau
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  3. M. M. Ruiz
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  4. P. M. Suárez
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Correspondence to L. Bayón.

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Bayón, L., Grau, J.M., Ruiz, M.M. et al. An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed. Numer Algor 52, 129–149 (2009). https://doi.org/10.1007/s11075-008-9261-0

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  • DOI: https://doi.org/10.1007/s11075-008-9261-0

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