Decomposition algorithm for convex differentiable minimization

DOI10.1007/BF00940507zbMath0739.90052MaRDI QIDQ1176837

Paul Tseng

Publication date: 25 June 1992

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequalitytraffic assignmentsplitting algorithmgradient projectiondecomposition algorithmcoordinate descentdual gradientseparable convex programmingconvex differentiable minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Decomposition methods (49M27) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (7)

Globally convergent block-coordinate techniques for unconstrained optimization ⋮ A class of gap functions for variational inequalities ⋮ On the convergence of the block nonlinear Gauss-Seidel method under convex constraints ⋮ A convergent decomposition algorithm for support vector machines ⋮ Column Generation Algorithms for Nonlinear Optimization, I: Convergence Analysis ⋮ On the convergence of the coordinate descent method for convex differentiable minimization ⋮ A unified description of iterative algorithms for traffic equilibria

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