A regularized decomposition method for minimizing a sum of polyhedral functions
From MaRDI portal
Publication:3735489
DOI10.1007/BF01580883zbMath0599.90103MaRDI QIDQ3735489
Publication date: 1986
Published in: Mathematical Programming (Search for Journal in Brave)
Convergence analysis; subgradient methods; active set strategy; approximate problem; computational experiences; semidefinite quadratic programming; convex piecewise-linear functions; main iterates; regularized decomposition method; sum of many convex piecewise-linear functions; sum of polyhedral functions; trial points
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C30: Nonlinear programming
49M37: Numerical methods based on nonlinear programming
Related Items
On a dual method for a specially structured linear programming problem with application to stochastic programming, Bounding multi-stage stochastic programs from above, Proximity control in bundle methods for convex nondifferentiable minimization, A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization, Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs, Accelerating the regularized decomposition method for two stage stochastic linear problems, Modelling and analysis of multistage stochastic programming problems: A software environment, Computational assessment of distributed decomposition methods for stochastic linear programs, Monte Carlo bounding techniques for determinig solution quality in stochastic programs, Selected bibliography on degeneracy, Multi-stage stochastic linear programs for portfolio optimization, A regularized stochastic decomposition algorithm for two-stage stochastic linear programs, On the rate of convergence of two minimax algorithms, Sensitivity method for basis inverse representation in multistage stochastic linear programming problems, Data parallel computing for network-structured optimization problems, Finite master programs in regularized stochastic decomposition, SLP-IOR: An interactive model management system for stochastic linear programs, Cut sharing for multistage stochastic linear programs with interstage dependency, Duality and statistical tests of optimality for two stage stochastic programs, A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs, Decomposition methods in stochastic programming, Duality gaps in nonconvex stochastic optimization, Applying the minimax criterion in stochastic recourse programs, Parallel decomposition of multistage stochastic programming problems, Epigraphical nesting: A unifying theory for the convergence of algorithms, A stochastic optimization approach for robot scheduling, An SQP algorithm for extended linear-quadratic problems in stochastic programming, On the formulation of stochastic linear programs using algebraic modelling languages, An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling, On augmented Lagrangian decomposition methods for multistage stochastic programs, Solving multistage stochastic network programs on massively prallel computers, Parallelizable preprocessing method for multistage stochastic programming problems, Deviation measures in linear two-stage stochastic programming, Solving two-stage stochastic programming problems with level decomposition, Parallel interior-point solver for structured quadratic programs: Application to financial planning problems, A stochastic programming approach for supply chain network design under uncertainty, Assessing solution quality in stochastic programs, Some insights into the solution algorithms for SLP problems, On a distributed implementation of a decomposition method for multistage linear stochastic programs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Primal partition programming for block diagonal matrices
- Generalized upper bounding techniques
- An aggregate subgradient method for nonsmooth convex minimization
- A weighted gram-schmidt method for convex quadratic programming
- Equivalence of some quadratic programming algorithms
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
- Finding the nearest point in A polytope
- Monotone Operators and the Proximal Point Algorithm
- The B<scp>oxstep</scp> Method for Large-Scale Optimization
- Matrix augmentation and partitioning in the updating of the basis inverse
- Numerically stable methods for quadratic programming
- Large-scale linearly constrained optimization
- A stable method for solving certain constrained least squares problems
- Solving stochastic programming problems with recourse including error bounds
- Convex Analysis
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming