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.
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收藏
页数：20
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