On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization

From MaRDI portal
Publication:4864877

DOI10.1287/moor.20.3.634zbMath0845.90098OpenAlexW1991482609MaRDI QIDQ4864877

Ruszczyński, Andrzej

Publication date: 25 February 1996

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

Full work available at URL: https://doi.org/10.1287/moor.20.3.634




Related Items

Parallelizable preprocessing method for multistage stochastic programming problemsDecomposition Methods Based on Augmented Lagrangians: A SurveySolving dynamic stochastic economic models by mathematical programming decomposition methodsScenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimizationDecomposition methods in stochastic programmingCombining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problemsOn augmented Lagrangian decomposition methods for multistage stochastic programsEstimating arrival rate of nonhomogeneous Poisson processes with semidefinite programmingA classification of methods for distributed system optimization based on formulation structureSeparable approximations and decomposition methods for the augmented LagrangianA parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problemsA review of decentralized optimization focused on information flows of decomposition algorithmsOn proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problemsComputational aspects of column generation for nonlinear and conic optimization: classical and linearized schemesAn augmented Lagrangian relaxation for analytical target cascading using the alternating direction method of multipliersLarge-scale unit commitment under uncertainty: an updated literature surveyDecomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitmentAn augmented Lagrangian method for distributed optimizationA parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problemsPath-following gradient-based decomposition algorithms for separable convex optimizationA re-scaled twin augmented Lagrangian algorithm for saddle point seekingOn the implementation of a log-barrier progressive hedging method for multistage stochastic programsDuality gaps in nonconvex stochastic optimizationA Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programmingDivide to conquer: decomposition methods for energy optimizationFast inexact decomposition algorithms for large-scale separable convex optimizationHub-and-spoke network design and fleet deployment for string planning of liner shippingLarge-scale unit commitment under uncertaintyDistributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passingParallel coordinate descent methods for big data optimization