the convergence of the iterative algorithm has a major problem

2 次查看（过去 30 天）
Adi Nor
Adi Nor 2021-9-30
In order to solve an optimization problem, I divided the main problem into two sub-problems. The two sub-problems require to be solved iteratively until the algorithm converges.
I use the bi-section search followed by the (LLL) lattice-reduction algorithm to solve the first sub-problem. In the second sub-problem, I used the barrier method to solve it.
However, the solution of the first sub-problem depends on a sub-optimal, say if not heuristic, algorithm, then the alternating algorithm often easily terminates due to no or even adverse progress. How do I solve this kind of problem?
I suggest running the iterative algorithm over many realizations and taking the average over these realizations at the end. But, I am not sure if this solution is valid or not.

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Nonlinear Optimization 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by