On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
From MaRDI portal
Recommendations
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
- On the convergence of inexact augmented Lagrangian methods for problems with convex constraints
- Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
- On the complexity of an augmented Lagrangian method for nonconvex optimization
- Augmented Lagrangian methods for convex matrix optimization problems
- Convergence properties of augmented Lagrangian methods for constrained global optimization
- Convergence of the augmented decomposition algorithm
- On the convergence of augmented Lagrangian strategies for nonlinear programming
Cited in
(36)- Bundle-based decomposition: Conditions for convergence
- Decomposition methods in stochastic programming
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- Large-scale unit commitment under uncertainty: an updated literature survey
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Duality gaps in nonconvex stochastic optimization
- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
- Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization
- On augmented Lagrangian decomposition methods for multistage stochastic programs
- Path-following gradient-based decomposition algorithms for separable convex optimization
- Large-scale unit commitment under uncertainty
- Parallelizable preprocessing method for multistage stochastic programming problems
- Solving dynamic stochastic economic models by mathematical programming decomposition methods
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- Parallel coordinate descent methods for big data optimization
- Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes
- Fast inexact decomposition algorithms for large-scale separable convex optimization
- Decomposition methods based on augmented Lagrangians: a survey
- Separable approximations and decomposition methods for the augmented Lagrangian
- Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems
- Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming
- A classification of methods for distributed system optimization based on formulation structure
- Modified Lagrangian methods for separable optimization problems
- An augmented Lagrangian relaxation for analytical target cascading using the alternating direction method of multipliers
- Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
- An augmented Lagrangian method for distributed optimization
- Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing
- scientific article; zbMATH DE number 6253916 (Why is no real title available?)
- A dimension reduction technique for large-scale structured sparse optimization problems with application to convex clustering
- A review of decentralized optimization focused on information flows of decomposition algorithms
- On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems
- A barrier Lagrangian dual method for multi-stage stochastic convex semidefinite optimization
- Divide to conquer: decomposition methods for energy optimization
- Hub-and-spoke network design and fleet deployment for string planning of liner shipping
- A re-scaled twin augmented Lagrangian algorithm for saddle point seeking
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
This page was built for publication: On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864877)
