Relaxation methods for problems with strictly convex separable costs and linear constraints

DOI10.1007/BF02592017zbMATH Open0636.90072MaRDI QIDQ3777809FDOQ3777809

Authors: Dimitri P. Bertsekas, Paul Tseng

Publication date: 1987

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

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linear constraints Fenchel duality unconstrained minimization parallel methods Gauss-Seidel relaxation strictly convex, possibly nondifferentiable, separable cost

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Cites Work

Convex Analysis
On search directions for minimization algorithms
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Relaxation Methods for Linear Programs
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On the convergence of sequential minimization algorithms
Relaxation Methods for Network Flow Problems with Convex Arc Costs
On the convergence of a block successive over-relaxation method for a class of linear complementarity problems
Distributed Asynchronous Relaxation Methods for Convex Network Flow Problems
Note—A Note on the Cyclic Coordinate Ascent Method

Cited In (26)

Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
Causal effect estimation for multivariate continuous treatments
Decomposition algorithm for convex differentiable minimization
Descent methods for convex essentially smooth minimization
Asymptotic properties of the Fenchel dual functional and applications to decomposition problems
PERT and crashing revisited: Mathematical generalizations
Title not available (Why is that?)
Hilbertian convex feasibility problem: Convergence of projection methods
On the convergence of the coordinate descent method for convex differentiable minimization
The relaxation method for certain type of pseudoconvex programming problems
Applying the progressive hedging algorithm to stochastic generalized networks
A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
On the linear convergence of the alternating direction method of multipliers
How to deal with the unbounded in optimization: Theory and algorithms
Matrix scaling, entropy minimization, and conjugate duality. II: The dual problem
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity
Strong convergence of alternating projections
A survey on the continuous nonlinear resource allocation problem
Relaxation methods for monotropic programs
A survey of dynamic network flows
Finite convergence of a subgradient projections method with expanding controls
Title not available (Why is that?)
Calibration estimation of semiparametric copula models with data missing at random
Dual coordinate ascent methods for non-strictly convex minimization
Title not available (Why is that?)
Parallel application of block-iterative methods in medical imaging and radiation therapy

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