Parallel subgradient methods for convex optimization.
A subgradient method for minimizing a sum of convex functions on a convex set is given. To generate a search direction, each iteration employs a subgradients of a subset of a subset of the objectives evaluated at the current iterate, as well as past subgradients of the remaining objectives. A stepsize via ballstep level controls for estimating the optimal value. It is established the global convergence of the method. When applied to Lagrangian relaxation of separable problems, the method allows for almost asynchronous parallel solution of Lagrangian subproblems, updating the iterates as soon as new subradient information becomes available.NEWLINENEWLINEFor the entire collection see [Zbl 0971.00058].
- Parallel subgradient method for nonsmooth convex optimization with a simple constraint
- The Efficiency of Subgradient Projection Methods for Convex Optimization, Part I: General Level Methods
- The Efficiency of Subgradient Projection Methods for Convex Optimization, Part II: Implementations and Extensions
- Distributed asynchronous incremental subgradient methods
- A parallel bundle framework for asynchronous subspace optimization of nonsmooth convex functions
- An incremental subgradient method on Riemannian manifolds
- A parallel line search subspace correction method for composite convex optimization
- A parallel bundle framework for asynchronous subspace optimization of nonsmooth convex functions
- scientific article; zbMATH DE number 1046042 (Why is no real title available?)
- A class of parallel multiple-front algorithms on subdomains
- scientific article; zbMATH DE number 1552030 (Why is no real title available?)
- Parallel algorithms and probability of large deviation for stochastic convex optimization problems
- Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
- The Efficiency of Subgradient Projection Methods for Convex Optimization, Part I: General Level Methods
- The Efficiency of Subgradient Projection Methods for Convex Optimization, Part II: Implementations and Extensions
- scientific article; zbMATH DE number 1424206 (Why is no real title available?)
- Projection algorithms with dynamic stepsize for constrained composite minimization
- An asynchronous subgradient-proximal method for solving additive convex optimization problems
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