Auxiliary problem principle and decomposition of optimization problems

DOI10.1007/BF00934554zbMATH Open0417.49046MaRDI QIDQ755159FDOQ755159

Publication date: 1980

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

decomposition convex programming coordination large-scale systems optimization algorithms

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Methods of successive quadratic programming type (90C55) Large-scale systems (93A15)

Cites Work

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Cited In (77)

A telescopic Bregmanian proximal gradient method without the global Lipschitz continuity assumption
Generalized viscosity extragradient algorithm for pseudomonotone equilibrium and fixed point problems for finite family of demicontractive operators
Modified Popov's extragradient-like method for solving a family of strongly pseudomonotone equilibrium problems in real Hilbert space -- in memoriam Professor Charles E. Chidume (1947--2021)
Auxiliary principle technique for hierarchical equilibrium problems
Extended auxiliary problem principle to variational inequalities involving multi-valued operators
Bregman projections and parallel extragradient methods for solving multiple-sets split problems
Level-set subdifferential error bounds and linear convergence of Bregman proximal gradient method
A decomposition method by interaction prediction for the optimization of maintenance scheduling
Solving the short-term scheduling problem of hydrothermal systems via Lagrangian relaxation and augmented Lagrangian
An algorithm for split equilibrium and fixed-point problems using inertial extragradient techniques
The Bruck's ergodic iteration method for the Ky Fan inequality over the fixed point set
Augmented model-based double iterative loop techniques for hierarchical control of complex industrial processes
Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
Weak convergence of explicit extragradient algorithms for solving equilibrium problems
Coupling the auxiliary problem principle with descent methods of pseudoconvex programming
A descent method for mixed variational inequalities
Regularized auxiliary problem principle for variational inequalities
Extended auxiliary problem principle using Bregman distances
Double loop iterative strategies for hierarchical control of industrial processes
Applications of the method of partial inverses to convex programming: Decomposition
Large-scale unit commitment under uncertainty: an updated literature survey
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
The auxiliary problem principle with self-adaptive penalty parameter for multi-area economic dispatch problem
Retraction algorithms for solving variational inequalities, pseudomonotone equilibrium problems, and fixed-point problems in Banach spaces
Extragradient algorithms extended to equilibrium problems¶
On a proximal point method for convex optimization in banach spaces
Auxiliary problem principle extended to variational inequalities
An approximate bundle-type auxiliary problem method for solving generalized variational inequalities
A bundle-type auxiliary problem method for solving generalized variational-like inequalities
Dual extragradient algorithms extended to equilibrium problems
Iterative methods for solving monotone equilibrium problems via dual gap functions
Convergence of the approximate auxiliary problem method for solving generalized variational inequalities
Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches
INEXACT VERSIONS OF PROXIMAL POINT AND AUGMENTED LAGRANGIAN ALGORITHMS IN BANACH SPACES
Pseudomonotone variational inequalities: convergence of the auxiliary problem method
The extragradient algorithm with inertial effects extended to equilibrium problems
An alternating trust region algorithm for distributed linearly constrained nonlinear programs, application to the optimal power flow problem
Approximate iterations in Bregman-function-based proximal algorithms
Progressive regularization of variational inequalities and decomposition algorithms
Stochastic decomposition applied to large-scale hydro valleys management
A new accuracy criterion for approximate proximal point algorithms
On ergodic algorithms for equilibrium problems
Regularization algorithms for solving monotone Ky Fan inequalities with application to a Nash-Cournot equilibrium model
A parallel descent algorithm for convex programming
Existence of solutions and algorithms for bilevel vector equilibrium problems: an auxiliary principle technique
A class of gap functions for variational inequalities
Minimization of convex functionals involving nested maxima: Nonconcave duality and algorithms
Family of perturbation methods for variational inequalities
The perturbed generalized proximal point algorithm
Nested monotony for variational inequalities over product of spaces and convergence of iterative algorithms
An algorithm for convex constrained minimax optimization based on duality
Proximal point algorithms and generalized nonlinear variational problems
Conditioning and regularization of nonsymmetric operators
Large-scale unit commitment under uncertainty
A survey on operator splitting and decomposition of convex programs
General iterative algorithms for solving mixed quasi-variational-like inclusions
Strong convergence theorems for equilibrium problems and fixed point problems in Banach spaces
A fully distributed asynchronous approach for multi-area coordinated network-constrained unit commitment
Existence of coordinating prices in dynamic systems
Bregman functions and auxiliary problem principle
Generalized partially relaxed pseudomonotone variational inequalities and general auxiliary problem principle
A primal-proximal heuristic applied to the French unit-commitment problem
Nonlinear implicit variational inequalities involving partially relaxed pseudomonotone mappings
Coupling the auxiliary problem principle and epiconvergence theory to solve general variational inequalities
Convergence of the projection and contraction methods for solving bilevel variational inequality problems
Degenerate Preconditioned Proximal Point Algorithms
An extragradient algorithm for strongly pseudomonotone equilibrium problems on Hadamard manifolds
Decomposition of large-scale stochastic optimal control problems
New extragradient method for a class of equilibrium problems in Hilbert spaces
Generalization of integrated system optimization and parameter estimation techniques
Application of decomposition coordination methods to parameter identification problems in interconnected distributed parameter systems
Iterative schemes for solving mixed variational-like inequalities
Generalized equations and the generalized Newton method
An Extension of the Auxiliary Problem Principle to Nonsymmetric Auxiliary Operators
New subgradient extragradient methods for solving monotone bilevel equilibrium problems
Convergent algorithm based on progressive regularization for solving pseudomonotone variational inequalities
Lagrangian coordination and analytical target cascading: Solving ATC-decomposed problems with Lagrangian duality

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