An Inexact Perturbed Path-Following Method for Lagrangian Decomposition in Large-Scale Separable Convex Optimization

DOI10.1137/11085311XzbMath1284.90049arXiv1109.3323MaRDI QIDQ5300519

Carlo Savorgnan, Quoc Tran Dinh, Moritz Diehl, Ion Necoara

Publication date: 27 June 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.3323

zbMATH Keywords

parallel algorithm Lagrangian decomposition smoothing technique self-concordant barrier separable convex optimization inexact perturbed Newton-type method

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Newton-type methods (49M15) Interior-point methods (90C51) Decomposition methods (49M27)

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