Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
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Cited in
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- Rate of convergence analysis of dual-based variables decomposition methods for strongly convex problems
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- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- Ergodic, primal convergence in dual subgradient schemes for convex programming
- A feasibility-ensured Lagrangian heuristic for general decomposable problems
- Parallel subgradient algorithm with block dual decomposition for large-scale optimization
- A primal-dual algorithm for risk minimization
- Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints
- A unitary distributed subgradient method for multi-agent optimization with different coupling sources
- Augmented Lagrangian optimization under fixed-point arithmetic
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- Sparse regression: scalable algorithms and empirical performance
- Large-scale dynamic system optimization using dual decomposition method with approximate dynamic programming
- Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
- Decentralized hierarchical constrained convex optimization
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- Certification aspects of the fast gradient method for solving the dual of parametric convex programs
- Submodular functions: from discrete to continuous domains
- Lagrangian relaxations on networks by \(\varepsilon \)-subgradient methods
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- A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints
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- Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization
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- Iterative distributed model predictive control for heterogeneous systems with non-convex coupled constraints
- Iterative distributed model predictive control for nonlinear systems with coupled non-convex constraints and costs
- Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models
- Distributed event-triggered algorithm for convex optimization with coupled constraints
- Distributed dual subgradient methods with averaging and applications to grid optimization
- Distributed dual averaging algorithm for multi-agent optimization with coupled constraints.
- Primal subgradient methods with predefined step sizes
- Primal and dual predicted decrease approximation methods
- Performance optimization for discrete network localization
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- Achieving violation-free distributed optimization under coupling constraints
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- Frank-Wolfe meets Shapley-Folkman: a systematic approach for solving nonconvex separable problems with linear constraints
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