Proximal Decomposition Via Alternating Linearization
From MaRDI portal
Publication:4702304
DOI10.1137/S1052623495288064zbMath0958.65068MaRDI QIDQ4702304
Ruszczyński, Andrzej, Krzysztof C. Kiwiel, Charles H. Rosa
Publication date: 24 November 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
stochastic programming; decomposition; numerical examples; convex programming; augmented Lagrangians; large scale optimization; proximal point methods
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C06: Large-scale problems in mathematical programming
90C15: Stochastic programming
90C51: Interior-point methods
Related Items
A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework, Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization, Fast alternating linearization methods for minimizing the sum of two convex functions, Alternating direction augmented Lagrangian methods for semidefinite programming, An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow problems, Efficiency of proximal bundle methods, A note on the alternating direction method of multipliers, An alternating linearization method with inexact data for bilevel nonsmooth convex optimization, Decomposition Methods Based on Augmented Lagrangians: A Survey
