Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods

From MaRDI portal
Publication:3648529


DOI10.1137/070708111zbMath1191.90037MaRDI 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


90C25: Convex programming

90C30: Nonlinear programming

90C52: Methods of reduced gradient type


Related Items

Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming, Weak subgradient method for solving nonsmooth nonconvex optimization problems, First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems, Online First-Order Framework for Robust Convex Optimization, Generalized maximum entropy estimation, 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, Distributed robust optimization with coupled constraints via Tseng's splitting method, Seeking strategy design for distributed nonsmooth games and its application, Consensus-based Dantzig-Wolfe decomposition, 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, Distributed continuous-time approximate projection protocols for shortest distance optimization problems, A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints, Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization, Dual subgradient method with averaging for optimal resource allocation, An inexact primal-dual algorithm for semi-infinite programming, Computational complexity certification for dual gradient method: application to embedded MPC, Distributed robust adaptive equilibrium computation for generalized convex games, Subgradient methods for saddle-point problems, Distributed sub-optimal resource allocation over weight-balanced graph via singular perturbation, Dual decomposition for multi-agent distributed optimization with coupling constraints, On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems, A decentralized approach to multi-agent MILPs: finite-time feasibility and performance guarantees, An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians, A feasibility-ensured Lagrangian heuristic for general decomposable problems, Parallel subgradient algorithm with block dual decomposition for large-scale optimization, A primal-dual algorithm for risk minimization, Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints, A unitary distributed subgradient method for multi-agent optimization with different coupling sources, Augmented Lagrangian optimization under fixed-point arithmetic, Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming, Sparse regression: scalable algorithms and empirical performance, Large-scale dynamic system optimization using dual decomposition method with approximate dynamic programming, Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity, Decentralized hierarchical constrained convex optimization, Primal convergence from dual subgradient methods for convex optimization, Certification aspects of the fast gradient method for solving the dual of parametric convex programs, Submodular functions: from discrete to continuous domains, Lagrangian relaxations on networks by \(\varepsilon \)-subgradient methods, Distributed optimal resource allocation over strongly connected digraphs: a surplus-based approach, Distributed constraint-coupled optimization via primal decomposition over random time-varying graphs, An online convex optimization-based framework for convex bilevel optimization, 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, Convergence Analysis of Approximate Primal Solutions in Dual First-Order Methods