A re-scaled twin augmented Lagrangian algorithm for saddle point seeking

DOI10.1016/J.NA.2007.11.042MaRDI QIDQ960238zbMATHOpenAlexFDO

Authors Abdelouahed Hamdi, Huda Al-Saud

Publication date 16 December 2008

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2007.11.042

zbMATH Keywords

decompositionmultipliers method

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
• A primal-dual algorithm for monotropic programming and its application to network optimization
• Log-sigmoid multipliers method in constrained optimization
• Nonlinear rescaling vs. smoothing technique in convex optimization
• On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
• Parallel alternating direction multiplier decomposition of convex programs

Cited in

(2)

• Decomposition methods based on augmented Lagrangians: a survey
• A log-sigmoid regularization method for saddle point seeking

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