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