Modified Lagrangian Methods for Separable Optimization Problems

被引：2

作者：

Hamdi, Abdelouahed ^{[1
]}

Mukheimer, Aiman A. ^{[1
]}

机构：

[1] Prince Sultan Univ, Dept Math & Phys Sci, Riyadh 11586, Saudi Arabia

来源：

ABSTRACT AND APPLIED ANALYSIS | 2012年

关键词：

PROXIMAL DECOMPOSITION; MULTIPLIER METHODS; PARTIAL INVERSES; CONVEX-PROGRAMS; CONVERGENCE; ALGORITHM;

D O I：

10.1155/2012/471854

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We propose a convergence analysis of a new decomposition method to solve structured optimization problems. The proposed scheme is based on a class of modified Lagrangians combined with the allocation of resources decomposition algorithm. Under mild assumptions, we show that the method generates convergent primal-dual sequences.

引用

页数：20

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