Fast inexact decomposition algorithms for large-scale separable convex optimization

DOI10.1080/02331934.2015.1044898zbMath1332.90163arXiv1212.4275OpenAlexW2172030407MaRDI QIDQ2790883

Moritz Diehl, Quoc Tran Dinh, Ion Necoara

Publication date: 8 March 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4275

zbMATH Keywords

Lagrangian decompositionsmoothing techniqueprimal-dual algorithmseparable convex optimizationexcessive gapdistributed and parallel algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (4)

A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates ⋮ Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support ⋮ Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming ⋮ Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization

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