Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
From MaRDI portal
Publication:3648529
DOI10.1137/070708111zbMath1191.90037OpenAlexW1963529497MaRDI QIDQ3648529
Asuman Ozdaglar, Angelia Nedić
Publication date: 27 November 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/6de9e91967483d78a92270f43ef91b3625ad3810
Related Items
Generalized maximum entropy estimation, Distributed continuous-time approximate projection protocols for shortest distance optimization problems, Distributed sub-optimal resource allocation over weight-balanced graph via singular perturbation, A primal-dual algorithm for risk minimization, A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints, Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints, Certification aspects of the fast gradient method for solving the dual of parametric convex programs, A unitary distributed subgradient method for multi-agent optimization with different coupling sources, Distributed optimal resource allocation over strongly connected digraphs: a surplus-based approach, Distributed constraint-coupled optimization via primal decomposition over random time-varying graphs, Dual decomposition for multi-agent distributed optimization with coupling constraints, Submodular functions: from discrete to continuous domains, First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems, Computational complexity certification for dual gradient method: application to embedded MPC, On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems, Distributed algorithm for nonsmooth multi-coalition games and its application in electricity markets, Distributed robust optimization with coupled constraints via Tseng's splitting method, Seeking strategy design for distributed nonsmooth games and its application, Distributed robust adaptive equilibrium computation for generalized convex games, Consensus-based Dantzig-Wolfe decomposition, Lagrangian relaxations on networks by \(\varepsilon \)-subgradient methods, An online convex optimization-based framework for convex bilevel optimization, Augmented Lagrangian optimization under fixed-point arithmetic, An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians, Online First-Order Framework for Robust Convex Optimization, Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming, Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming, Sparse regression: scalable algorithms and empirical performance, A decentralized approach to multi-agent MILPs: finite-time feasibility and performance guarantees, Large-scale dynamic system optimization using dual decomposition method with approximate dynamic programming, Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization, A Simple Parallel Algorithm with an $O(1/t)$ Convergence Rate for General Convex Programs, An adaptive constraint tightening approach to linear model predictive control based on approximation algorithms for optimization, Dual subgradient method with averaging for optimal resource allocation, Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity, A Subgradient Method Based on Gradient Sampling for Solving Convex Optimization Problems, Complexity Certifications of First-Order Inexact Lagrangian Methods for General Convex Programming: Application to Real-Time MPC, Iteration complexity analysis of dual first-order methods for conic convex programming, Decentralized hierarchical constrained convex optimization, A feasibility-ensured Lagrangian heuristic for general decomposable problems, Convergence Analysis of Approximate Primal Solutions in Dual First-Order Methods, Subgradient methods for saddle-point problems, Parallel subgradient algorithm with block dual decomposition for large-scale optimization, An inexact primal-dual algorithm for semi-infinite programming, Weak subgradient method for solving nonsmooth nonconvex optimization problems, Primal convergence from dual subgradient methods for convex optimization, An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints, Primal recovery from consensus-based dual decomposition for distributed convex optimization, A decomposition method for large scale MILPs, with performance guarantees and a power system application