Modified Lagrangian methods for separable optimization problems (Q437562)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modified Lagrangian methods for separable optimization problems |
scientific article; zbMATH DE number 6058117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Lagrangian methods for separable optimization problems |
scientific article; zbMATH DE number 6058117 |
Statements
Modified Lagrangian methods for separable optimization problems (English)
0 references
18 July 2012
0 references
Summary: We propose a convergence analysis of a new decomposition method to solve structured optimization problems. The proposed scheme is based on a class of modified Lagrangians combined with the allocation of resources decomposition algorithm. Under mild assumptions, we show that the method generates convergent primal-dual sequences.
0 references
convergence analysis
0 references
decomposition method
0 references
structured optimization problems
0 references
modified Lagrangians
0 references
primal-dual sequences
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
