Optimal scaling of a gradient method for distributed resource allocation
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Publication:868539
DOI10.1007/S10957-006-9080-1zbMATH Open1330.90136OpenAlexW2114085163MaRDI QIDQ868539FDOQ868539
Publication date: 6 March 2007
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:20110714-135402006
Numerical optimization and variational techniques (65K10) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Methods of reduced gradient type (90C52)
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- Blocks of coordinates, stochastic programming, and markets
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- An exponentially convergent distributed algorithm for resource allocation problem
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- Convergence of the augmented decomposition algorithm
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- Distributed algorithm for a finite time horizon resource allocation over a directed network
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