Decomposition Methods Based on Augmented Lagrangians: A Survey (Q2912155)

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English	Decomposition Methods Based on Augmented Lagrangians: A Survey	scientific article

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scholarly article

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Decomposition Methods Based on Augmented Lagrangians: A Survey (English)

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zbMATH Open document ID

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10.1007/978-1-4419-9640-4_11

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Springer Optimization and Its Applications

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publication date

14 September 2012

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Mathematics Subject Classification ID

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zbMATH DE Number

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Abdelouahed Hamdi

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Shashi Kant Mishra

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-1-4419-9640-4_11

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A general saddle point result for constrained optimization

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A logarithmic-quadratic proximal method for variational inequalities

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Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels

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Entropic proximal decomposition methods for convex programs and variational inequalities

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Augmented Lagrangians which are quadratic in the multiplier

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On the method of multipliers for convex programming

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Multiplier methods: A survey

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Approximation procedures based on the method of multipliers

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Convexification procedures and decomposition methods for nonconvex optimization problems

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An accelerated multiplier method for nonlinear programming

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A gradient projection-multiplier method for nonlinear programming

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Local convergence of the diagonalized method of multipliers

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Proximal minimization algorithm with \(D\)-functions

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Convergence Rates in Forward--Backward Splitting

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A proximal-based deomposition method for compositions method for convex minimization problems

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Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization

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A New Class of Augmented Lagrangians in Nonlinear Programming

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A new augmented Lagrangian function for inequality constraints in nonlinear programming problems

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Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming

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Parallel alternating direction multiplier decomposition of convex programs

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On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

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Parallel Constraint Distribution

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Separable augmented Lagrangian algorithm with multidimensional scaling for monotropic programming

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A new method for the optimization of a nonlinear function subject to nonlinear constraints

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Separable diagonalized multiplier method for decomposition nonlinear programs

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Two-level primal-dual proximal decomposition technique to solve large scale optimization problems

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Decomposition for structured convex programs with smooth multiplier methods

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A re-scaled twin augmented Lagrangian algorithm for saddle point seeking

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New decomposition methods for solving variational inequality problems.

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Decomposition method for a class of monotone variational inequality problems

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A new inexact alternating directions method for monotone variational inequalities

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Multiplier and gradient methods

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Convergence Rate Analysis of Nonquadratic Proximal Methods for Convex and Linear Programming

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Proximal Decomposition Via Alternating Linearization

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A variable-penalty alternating directions method for convex optimization

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Combined Primal–Dual and Penalty Methods for Convex Programming

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Nonlinear proximal decomposition method for convex programming

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Splitting Algorithms for the Sum of Two Nonlinear Operators

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New results on a class of exact augmented Lagrangians

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Unconstrained Lagrangians in Nonlinear Programming

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Proximal Decomposition on the Graph of a Maximal Monotone Operator

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Family of perturbation methods for variational inequalities

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A new approach to constrained function optimization

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Use of the augmented penalty function in mathematical programming problems. I: Ordinary gradient algorithm

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Use of the augmented penalty function in mathematical programming problems. II. Conjugate gradient-restoration algorithm

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On the method of multipliers for mathematical programming problems

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A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints

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A New Scenario Decomposition Method for Large-Scale Stochastic Optimization

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A diagonal quadratic approximation method for large scale linear programs

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A primal-dual algorithm for monotropic programming and its application to network optimization

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A globally convergent, implementable multiplier method with automatic penalty limitation

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Modified barrier functions (theory and methods)

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Log-sigmoid multipliers method in constrained optimization

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Primal-dual nonlinear rescaling method for convex optimization

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The multiplier method of Hestenes and Powell applied to convex programming

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A dual approach to solving nonlinear programming problems by unconstrained optimization

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Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

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Approximation of the classical isoperimetric problem

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A method for solving a quadratic optimal control problems

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A Nonlinear Optimal Control Minimization Technique

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On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization

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Complete decomposition algorithm for nonconvex separable optimization problems and applications

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Applications of the method of partial inverses to convex programming: Decomposition

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Partial inverse of a monotone operator

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The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization

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A new technique for nonconvex primal-dual decomposition of a large-scale separable optimization problem

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Diagonalized multiplier methods and quasi-Newton methods for constrained optimization

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New dual-type decomposition algorithm for non-convex separable optimization problems

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Two-level primal-dual decomposition technique for large-scale nonconvex optimization problems with constraints

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Entropic Proximal Mappings with Applications to Nonlinear Programming

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Convergence of Proximal-Like Algorithms

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Constrained optimization problems using multiplier methods

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On the convergence of the exponential multiplier method for convex programming

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Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities

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A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings

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Decomposition in large system optimization using the method of multipliers

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Penalty/Barrier Multiplier Methods for Convex Programming Problems

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