A class of convergent primal-dual subgradient algorithms for decomposable convex programs
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Cited in
(19)- A decomposition-dualization approach for solving constrained convex minimization problems with applications to discretized obstacle problems
- A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems
- Primal-dual subgradient methods for convex problems
- Relaxations for probabilistically constrained programs with discrete random variables
- Inexact subgradient methods with applications in stochastic programming
- Pseudo basic steps: bound improvement guarantees from Lagrangian decomposition in convex disjunctive programming
- A primal-dual subgradient method for time staged capacity expansion planning
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