Dual coordinate ascent methods for non-strictly convex minimization (Q2368079)

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scientific article; zbMATH DE number 279318
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    Dual coordinate ascent methods for non-strictly convex minimization
    scientific article; zbMATH DE number 279318

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      Dual coordinate ascent methods for non-strictly convex minimization (English)
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      22 August 1993
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      A special problem of convex programming possessing a certain separable structure is considered. The suggested method for solving this problem appears to be a dual version of a block coordinate ascent method. The convergence for this dual method is proved. It is shown that Han's method for the minimization of a strictly convex quadratic function on the intersection of a collection of closed convex sets and the method of multipliers for the problem of convex programming with linear constraints are special cases of the suggested method.
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      separable programming
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      dual version of a block coordinate ascent method
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      convergence
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