A fast dual gradient method for separable convex optimization via smoothing

zbMATH Open1343.90062MaRDI QIDQ2813610FDOQ2813610

Authors: Jueyou Li, Changzhi Wu, Qiang Long, Xiangyu Wang, Jae-Myung Lee, Kwang-Hyo Jung, Zhiyou Wu 

Publication date: 24 June 2016

Published in: Pacific Journal of Optimization (Search for Journal in Brave)

Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol12/p289.html

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zbMATH Keywords

convex optimizationdual decompositionparallel computationsmoothing techniquefast gradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Parallel numerical computation (65Y05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90)

Cited In (3)

• Dualize, split, randomize: toward fast nonsmooth optimization algorithms
• Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems
• Faster p-norm minimizing flows, via smoothed q-norm problems

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