Path-following gradient-based decomposition algorithms for separable convex optimization
From MaRDI portal
Publication:2249817
DOI10.1007/s10898-013-0085-7zbMath1317.90239arXiv1203.3742OpenAlexW2158862299MaRDI QIDQ2249817
Ion Necoara, Moritz Diehl, Quoc Tran Dinh
Publication date: 3 July 2014
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.3742
parallel implementationsmoothing techniqueself-concordant barrierseparable convex optimizationdual fast gradient algorithmpath-following gradient method
Related Items
An extragradient-based alternating direction method for convex minimization ⋮ Solving nearly-separable quadratic optimization problems as nonsmooth equations ⋮ Generalized self-concordant functions: a recipe for Newton-type methods ⋮ An exterior point polynomial-time algorithm for convex quadratic programming
Cites Work
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems
- Interior-point Lagrangian decomposition method for separable convex optimization
- A primal-dual infeasible-interior-point algorithm for linear programming
- A proximal-based deomposition method for compositions method for convex minimization problems
- Introductory lectures on convex optimization. A basic course.
- Two-level primal-dual proximal decomposition technique to solve large scale optimization problems
- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
- Optimizing the Spectral Radius
- Decomposition Methods Based on Augmented Lagrangians: A Survey
- On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
- Application of a Smoothing Technique to Decomposition in Convex Optimization
- Distributed Subgradient Methods for Multi-Agent Optimization
- An Inexact Perturbed Path-Following Method for Lagrangian Decomposition in Large-Scale Separable Convex Optimization
- Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling
- Benchmarking optimization software with performance profiles.