The Elicited Progressive Decoupling Algorithm: A Note on the Rate of Convergence and a Preliminary Numerical Experiment on the Choice of Parameters
MetadataShow full item record
The paper studies the progressive decoupling algorithm (PDA) of Rockafellar and focuses on the elicited version of the algorithm. Based on a generalized Yosida-regularization of Spingarn’s partial inverse of an elicitable operator, it is shown that the elicited progressive decoupling algorithm (EPDA), in a particular nonmonotone setting, linearly converges at a rate that could be viewed as the rate of a rescaled PDA, which may provide certain guidance to the selection of the parameters in computational practice. A preliminary numerical experiment shows that the choice of the elicitation constant has an impact on the efficiency of the EPDA. It is also observed that the influence of the elicitation constant is generally weaker than the proximal constant in the algorithm.
Showing items related by title, author, creator and subject.
Zhang, M.; Sun, Jie ; Xu, Honglei (2019)A model of a two-stage N-person noncooperative game under uncertainty is studied, in which at the first stage each player solves a quadratic program parameterized by other players’ decisions and then at the second stage ...
Simpson, John (2013)The study reported in this chapter builds on previous studies of the extent of decoupling of oil and gas markets and thus the degree of deregulation of the gas sector in each country. It examines both UK and US oil and ...
Optimal dispatch of shunt capacitors and load tap changers in distorted distribution systems using ant colony algorithmsDeilami, Sara (2010)This thesis investigates the performances of a class of intelligent system algorithms in solving the volt/VAr/THD control problem for large distribution systems. For this purpose, optimal dispatch of Load Tap Changers ...