Modified Lagrangian methods for separable optimization problems
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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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Cited in
(8)- Simulated annealing-based krill herd algorithm for global optimization
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