Decomposition algorithm for convex differentiable minimization

DOI10.1007/BF00940507zbMath0739.90052MaRDI QIDQ1176837

Paul Tseng

Publication date: 25 June 1992

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequalitytraffic assignmentsplitting algorithmgradient projectiondecomposition algorithmcoordinate descentdual gradientseparable convex programmingconvex differentiable minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Decomposition methods (49M27) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

Globally convergent block-coordinate techniques for unconstrained optimization, A class of gap functions for variational inequalities, On the convergence of the block nonlinear Gauss-Seidel method under convex constraints, A convergent decomposition algorithm for support vector machines, Column Generation Algorithms for Nonlinear Optimization, I: Convergence Analysis, On the convergence of the coordinate descent method for convex differentiable minimization, A unified description of iterative algorithms for traffic equilibria

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• More results on the convergence of iterative methods for the symmetric linear complementarity problem
• Parallel optimization for traffic assignment
• Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
• Asymmetric variational inequality problems over product sets: Applications and iterative methods
• Relaxation methods for problems with strictly convex separable costs and linear constraints
• Relaxation Methods for Network Flow Problems with Convex Arc Costs
• Piecewise-Linear Approximation Methods for Nonseparable Convex Optimization
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• A scaled reduced gradient algorithm for network flow problems with convex separable costs
• Projection methods for variational inequalities with application to the traffic assignment problem
• Equilibria on a Congested Transportation Network
• Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
• Monotone Operators and the Proximal Point Algorithm
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• An iterative scheme for variational inequalities
• Convex programming in Hilbert space
• Convex Analysis
• On search directions for minimization algorithms
• On the convergence of sequential minimization algorithms