On solving convex optimization problems with linear ascending constraints
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Publication:2355310
Abstract: In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In particular, the worst case complexity of our dual method improves over the best-known result for this problem in Padakandla and Sundaresan [SIAM J. Optimization, 20 (2009), pp. 1185-1204]. We then propose a gradient projection method to solve a more general class of problems in which the objective function is not necessarily separable. Numerical experiments show that both our algorithms work well in test problems.
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Cited in
(5)- Algorithms for separable convex optimization with linear ascending constraints
- A decomposition algorithm for nested resource allocation problems
- A sequential ascending parameter method for solving constrained minimization problems
- Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
- Separable convex optimization problems with linear ascending constraints
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