Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints

DOI10.1287/MOOR.16.3.462MaRDI QIDQ3986751zbMATH OpenOpenAlexFDO

Authors Dimitri P. Bertsekas, Paul Tseng

Publication date 27 June 1992

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

Full work available at URL https://doi.org/10.1287/moor.16.3.462

zbMATH Keywords

dual coordinate ascent methodlinear constraintsnondifferentiable nonseparable objectiverelaxation methodsstrict convexity

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Convex programming (90C25)

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Cited in

(23)

• Relaxation methods for strictly convex regularizations of piecewise linear programs
• Descent methods for convex essentially smooth minimization
• On the convergence of the coordinate descent method for convex differentiable minimization
• A unified description of iterative algorithms for traffic equilibria
• The relaxation method for certain type of pseudoconvex programming problems
• A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
• Dual coordinate ascent methods for non-strictly convex minimization
• Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
• scientific article; zbMATH DE number 5669891 (Why is no real title available?)
• Relaxation methods for problems with strictly convex separable costs and linear constraints
• scientific article; zbMATH DE number 27284 (Why is no real title available?)
• Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
• Cyclic coordinate descent in a class of bang-singular-bang problems
• On the linear convergence of the alternating direction method of multipliers
• Testing unconditional and conditional independence via mutual information
• Causal effect estimation for multivariate continuous treatments
• Cyclic coordinate descent in hydrothermal nonsmooth problems
• On the nature of Bregman functions
• A class of problems for which cyclic relaxation converges linearly
• An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed
• Influence of forecasting electricity prices in the optimization of complex hydrothermal systems
• Relaxation methods for monotropic programs

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