Convexification procedures and decomposition methods for nonconvex optimization problems
From MaRDI portal
Publication:1251185
DOI10.1007/BF00937167zbMath0389.90080OpenAlexW2085890234MaRDI QIDQ1251185
Publication date: 1979
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00937167
Related Items
Binary Optimal Control of Single-Flux-Quantum Pulse Sequences, Applications of Toland's duality theory to nonconvex optimization problems, Zero duality gap for a class of nonconvex optimization problems, Decomposition Methods Based on Augmented Lagrangians: A Survey, Morse theory for some lower-\(C^ 2\) functions in finite dimension, Approximation and decomposition properties of some classes of locally d.c. functions, Optimal control under nonconvexity: A generalized Hamiltonian approach, A Generalization of the lasry-lions method for functions in reflexive banach spaces, Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization, Convexification and decomposition of separable nonconvex optimization problems, Modelling with twice continuously differentiable functions, A survey on operator splitting and decomposition of convex programs, New decomposition and convexification algorithm for nonconvex large-scale primal-dual optimization, A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation, Towards minimal assumptions for the infimal convolution regularization, Analysis of the alternating direction method of multipliers for nonconvex problems, Lagrangian reconstruction of cosmic velocity fields, On the convexification procedure for nonconvex and nonsmooth infinite dimensional optimization problems, On the computational behavior of a polynomial-time network flow algorithm, A Hierarchical approach to optimized control of water distribution systems: Part II. Lower-level algorithm, Complete decomposition algorithm for nonconvex separable optimization problems and applications, Optimization strategies for hydro energy storage plants, Two-level primal-dual proximal decomposition technique to solve large scale optimization problems, Divide to conquer: decomposition methods for energy optimization, Progressive decoupling of linkages in optimization and variational inequalities with elicitable convexity or monotonicity, Decentralized optimization over tree graphs, An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization, Lagrangian relaxation of the generic materials and operations planning model, Two-level primal-dual decomposition technique for large-scale nonconvex optimization problems with constraints, Total risk aversion, stochastic optimal control, and differential games, New dual-type decomposition algorithm for non-convex separable optimization problems, A dual optimization procedure for linear quadratic robust control problems, Globally convergent decomposition methods for nonconvex optimization problems, QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs, On a primal-proximal heuristic in discrete optimization, A primal-proximal heuristic applied to the French unit-commitment problem, Applications of the method of partial inverses to convex programming: Decomposition
Cites Work
- Unnamed Item
- Unnamed Item
- Multiplier methods: A survey
- The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization
- Lagrange multipliers and nonlinear programming
- The multiplier method of Hestenes and Powell applied to convex programming
- Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
- On the method of multipliers for convex programming
- On Penalty and Multiplier Methods for Constrained Minimization
- Combined Primal–Dual and Penalty Methods for Convex Programming
- Monotone Operators and the Proximal Point Algorithm
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
- Definite and Semidefinite Quadratic Forms
