A regularized decomposition method for minimizing a sum of polyhedral functions

DOI10.1007/BF01580883zbMath0599.90103OpenAlexW2094721569MaRDI QIDQ3735489

Ruszczyński, Andrzej

Publication date: 1986

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01580883

zbMATH Keywords

Convergence analysissubgradient methodsactive set strategyapproximate problemcomputational experiencessemidefinite quadratic programmingconvex piecewise-linear functionsmain iteratesregularized decomposition methodsum of many convex piecewise-linear functionssum of polyhedral functionstrial points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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