Proximal Decomposition Via Alternating Linearization

DOI10.1137/S1052623495288064zbMath0958.65068MaRDI QIDQ4702304

Ruszczyński, Andrzej, Krzysztof C. Kiwiel, Charles H. Rosa

Publication date: 24 November 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic programming; decomposition; numerical examples; convex programming; augmented Lagrangians; large scale optimization; proximal point methods

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C06: Large-scale problems in mathematical programming

90C15: Stochastic programming

90C51: Interior-point methods

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