Relaxation methods for strictly convex regularizations of piecewise linear programs

DOI10.1007/S002459900090MaRDI QIDQ1273445zbMATH OpenOpenAlexFDO

Authors Krzysztof C. Kiwiel

Publication date 17 August 1999

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002459900090

zbMATH Keywords

algorithmconvex programmingdual coordinate ascententropy matrix maximizationgeneralized Bregman functionsglobal convergencenetwork flowsnondifferentiable optimizationpiecewise linear programsquadratic programmingrelaxation methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Programming involving graphs or networks (90C35)

Review text

The authors give an algorithm for minimizing the sum of a strictly convex function and a convex piecewise linear function. It extends several dual coordinate ascent methods for large scale linearly constrained problems that occur in entropy matrix maximization, quadratic programming, and network flows. In particular, it may solve exact penalty versions of such (possible inconsistent) problems, and subproblems of bundle methods for nondifferentiable optimization. It is simple, can exploit sparsity, and in certain cases it is highly parallelizable. Its global convergence is established in the recent framework of B-functions (generalized Bregman functions).

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Cited in

(9)

• A relaxed version of Bregman's method for convex programming
• The relaxation method for certain type of pseudoconvex programming problems
• On refinement strategies for solving \(\textsc{MINLP}\)s by piecewise linear relaxations: a generalized red refinement
• Relaxation methods for problems with strictly convex separable costs and linear constraints
• Relaxation Methods for Linear Programs
• scientific article; zbMATH DE number 27284 (Why is no real title available?)
• Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
• Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
• Relaxing Kink Qualifications and Proving Convergence Rates in Piecewise Smooth Optimization

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