A fast dual gradient method for separable convex optimization via smoothing

MaRDI QIDQ2813610zbMATH OpenFDO

Authors Jueyou Li, Changzhi Wu, Qiang Long, Xiangyu Wang, Jae-Myung Lee, Kwang-Hyo Jung, Zhiyou Wu

Publication date 24 June 2016

Published in Pacific Journal of Optimization (Search for Journal in Brave)

Full work available at URL http://www.yokohamapublishers.jp/online2/oppjo/vol12/p289.html

zbMATH Keywords

convex optimizationdual decompositionfast gradient methodparallel computationsmoothing technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Applications of mathematical programming (90C90)

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Cited in

(10)

• Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems
• A fast dual proximal gradient algorithm for convex minimization and applications
• On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems
• Dualize, split, randomize: toward fast nonsmooth optimization algorithms
• Path-following gradient-based decomposition algorithms for separable convex optimization
• An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints
• Double smoothing technique for large-scale linearly constrained convex optimization
• A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints
• On the acceleration of the double smoothing technique for unconstrained convex optimization problems
• Faster p-norm minimizing flows, via smoothed q-norm problems

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