Primal convergence from dual subgradient methods for convex optimization
Publication:2340335
DOI10.1007/S10107-014-0772-2zbMath1309.90077OpenAlexW2169391377WikidataQ59432063 ScholiaQ59432063MaRDI QIDQ2340335
Ann-Brith Strömberg, Emil Gustavsson, Michael Patriksson
Publication date: 16 April 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0772-2
convex programmingergodic convergenceprimal recoverysubgradient optimizationLagrangian dualitynonlinear multicommodity flow problem
Convex programming (90C25) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
Related Items (10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on two problems in connexion with graphs
- Primal-dual subgradient methods for convex problems
- An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow problems
- On embedding the volume algorithm in a variable target value method.
- Proximity control in bundle methods for convex nondifferentiable minimization
- Two ``well-known properties of subgradient optimization
- ACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems
- ACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems: a corrigendum
- 0-1 reformulations of the multicommodity capacitated network design problem
- Subgradient methods for saddle-point problems
- A Lagrangian-based heuristic for large-scale set covering problems
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- The volume algorithm revisited: relation with bundle methods
- The volume algorithm: Producing primal solutions with a subgradient method
- New variants of bundle methods
- Ergodic, primal convergence in dual subgradient schemes for convex programming
- Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs
- The Efficiency of Ballstep Subgradient Level Methods for Convex Optimization
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- A Survey of Algorithms for Convex Multicommodity Flow Problems
- Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- A Lagrangean Relaxation Scheme for Structured Linear Programs With Application To Multicommodity Network Flows
- A dual scheme for traffic assignment problems
- Origin-Based Algorithm for the Traffic Assignment Problem
- A Dual-Ascent Procedure for Large-Scale Uncapacitated Network Design
- Convergence Analysis of Deflected Conditional Approximate Subgradient Methods
- Lagrangian Relaxation via Ballstep Subgradient Methods
- Minimization of unsmooth functionals
- Benchmarking optimization software with performance profiles.
This page was built for publication: Primal convergence from dual subgradient methods for convex optimization