Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems (Q1078076)
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English | Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems |
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Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems (English)
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1987
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A new dual gradient method is given to solve linearly constrained, strongly convex, separable mathematical programming problems. The dual problem can be decomposed into one-dimensional problems whose solutions can be computed extremely easily. The dual objective function is shown to have a Lipschitz continuous gradient, and therefore a gradient-type algorithm can be used for solving the dual problem. The primal optimal solution can be obtained from the dual optimal solution in a straightforward way. Convergence proofs and computational results are given.
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dual gradient method
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linearly constrained
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strongly convex
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separable mathematical programming
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convergence proofs
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computational results
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