Relaxation methods for problems with strictly convex separable costs and linear constraints

DOI10.1007/BF02592017zbMath0636.90072MaRDI QIDQ3777809

Dimitri P. Bertsekas, Paul Tseng

Publication date: 1987

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

zbMATH Keywords

unconstrained minimizationlinear constraintsFenchel dualityparallel methodsGauss-Seidel relaxationstrictly convex, possibly nondifferentiable, separable cost

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Related Items (21)

PERT and crashing revisited: Mathematical generalizations ⋮ Dual coordinate ascent methods for non-strictly convex minimization ⋮ Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems ⋮ How to deal with the unbounded in optimization: Theory and algorithms ⋮ Parallel application of block-iterative methods in medical imaging and radiation therapy ⋮ Strong convergence of alternating projections ⋮ Relaxation methods for monotropic programs ⋮ Matrix scaling, entropy minimization, and conjugate duality. II: The dual problem ⋮ A survey of dynamic network flows ⋮ Finite convergence of a subgradient projections method with expanding controls ⋮ Decomposition algorithm for convex differentiable minimization ⋮ A survey on the continuous nonlinear resource allocation problem ⋮ Hilbertian convex feasibility problem: Convergence of projection methods ⋮ On the linear convergence of the alternating direction method of multipliers ⋮ Calibration estimation of semiparametric copula models with data missing at random ⋮ Unnamed Item ⋮ Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity ⋮ Applying the progressive hedging algorithm to stochastic generalized networks ⋮ Descent methods for convex essentially smooth minimization ⋮ On the convergence of the coordinate descent method for convex differentiable minimization ⋮ Asymptotic properties of the Fenchel dual functional and applications to decomposition problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distributed Asynchronous Relaxation Methods for Convex Network Flow Problems
• Relaxation Methods for Network Flow Problems with Convex Arc Costs
• Relaxation Methods for Linear Programs
• On the convergence of a block successive over-relaxation method for a class of linear complementarity problems
• Convex Analysis
• Note—A Note on the Cyclic Coordinate Ascent Method
• On search directions for minimization algorithms
• On the convergence of sequential minimization algorithms

This page was built for publication: Relaxation methods for problems with strictly convex separable costs and linear constraints