Application of the alternating direction method of multipliers to separable convex programming problems
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Publication:1202587
DOI10.1007/BF00247655zbMath0763.90071MaRDI QIDQ1202587
Publication date: 14 February 1993
Published in: Computational Optimization and Applications (Search for Journal in Brave)
global convergence; parallel algorithm; alternating direction method of multipliers; separable structure; decomposition algorithm; separable convex programming
90C25: Convex programming
65Y05: Parallel numerical computation
49M27: Decomposition methods
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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A variable-penalty alternating directions method for convex optimization, A proximal-based deomposition method for compositions method for convex minimization problems, The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem, Alternating direction splittings for block angular parallel optimization, Globally convergent block-coordinate techniques for unconstrained optimization
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