Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints

DOI10.1287/MOOR.16.3.462zbMATH Open0755.90067OpenAlexW1989970904MaRDI QIDQ3986751FDOQ3986751

Authors: Dimitri P. Bertsekas, Paul Tseng 

Publication date: 27 June 1992

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.16.3.462

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zbMATH Keywords

linear constraintsrelaxation methodsstrict convexitydual coordinate ascent methodnondifferentiable nonseparable objective

Mathematics Subject Classification ID

Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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• A unified description of iterative algorithms for traffic equilibria
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
• Influence of forecasting electricity prices in the optimization of complex hydrothermal systems
• Descent methods for convex essentially smooth minimization
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• On the convergence of the coordinate descent method for convex differentiable minimization
• A class of problems for which cyclic relaxation converges linearly
• The relaxation method for certain type of pseudoconvex programming problems
• A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
• On the linear convergence of the alternating direction method of multipliers
• Testing unconditional and conditional independence via mutual information
• Relaxation methods for problems with strictly convex separable costs and linear constraints
• Relaxation methods for monotropic programs
• Cyclic coordinate descent in a class of bang-singular-bang problems
• An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed
• Cyclic coordinate descent in hydrothermal nonsmooth problems
• Dual coordinate ascent methods for non-strictly convex minimization
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