A class of convergent primal-dual subgradient algorithms for decomposable convex programs

DOI10.1007/BF01580881zbMath0594.90074OpenAlexW1970720280MaRDI QIDQ3725884

Hanif D. Sherali, Suvrajeet Sen

Publication date: 1986

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01580881

zbMATH Keywords

convex programmingpenalty functionstopping criterionnondifferentiableLagrangian dual functionprimal-dual subgradient algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Related Items (8)

Approximations in proximal bundle methods and decomposition of convex programs ⋮ A primal-dual approach to inexact subgradient methods ⋮ A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems ⋮ Relaxations for probabilistically constrained programs with discrete random variables ⋮ On using exterior penalty approaches for solving linear programming problems ⋮ Dual subgradient method with averaging for optimal resource allocation ⋮ Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs ⋮ Inexact subgradient methods with applications in stochastic programming

Cites Work

• On the choice of step size in subgradient optimization
• Generalized Benders decomposition
• The multiplier method of Hestenes and Powell applied to convex programming
• An aggregate subgradient method for nonsmooth convex minimization
• A descent algorithm for nonsmooth convex optimization
• The Lagrangian Relaxation Method for Solving Integer Programming Problems
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Validation of subgradient optimization
• Minimization of unsmooth functionals
• The traveling-salesman problem and minimum spanning trees: Part II
• The Relaxation Method for Linear Inequalities
• The Relaxation Method for Linear Inequalities
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