Modified Lagrangian methods for separable optimization problems (Q437562)
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scientific article; zbMATH DE number 6058117
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| English | Modified Lagrangian methods for separable optimization problems |
scientific article; zbMATH DE number 6058117 |
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Modified Lagrangian methods for separable optimization problems (English)
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18 July 2012
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Summary: We propose a convergence analysis of a new decomposition method to solve structured optimization problems. The proposed scheme is based on a class of modified Lagrangians combined with the allocation of resources decomposition algorithm. Under mild assumptions, we show that the method generates convergent primal-dual sequences.
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convergence analysis
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decomposition method
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structured optimization problems
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modified Lagrangians
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primal-dual sequences
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0.797977089881897
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0.7947340607643127
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0.7909905314445496
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