Relaxation methods for problems with strictly convex separable costs and linear constraints

DOI10.1007/BF02592017zbMath0636.90072MaRDI QIDQ3777809

Dimitri P. Bertsekas, Paul Tseng

Publication date: 1987

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

unconstrained minimizationlinear constraintsFenchel dualityparallel methodsGauss-Seidel relaxationstrictly convex, possibly nondifferentiable, separable cost

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

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