Dual subgradient method with averaging for optimal resource allocation

DOI10.1016/j.ejor.2017.09.043zbMath1403.90550OpenAlexW2760919998MaRDI QIDQ723992

D. Kharzeev

Publication date: 25 July 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://alfresco-guest.uclouvain.be/share/proxy/alfresco/slingshot/node/content/workspace/SpacesStore/e16d84de-41a4-40e1-a4d8-98e4295266b5/coredp2017_13web.pdf

zbMATH Keywords

rate of convergenceconvex programmingresource allocationaveragingdual subgradient methods

Mathematics Subject Classification ID

Convex programming (90C25) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (6)

Composite optimization for the resource allocation problem ⋮ A unitary distributed subgradient method for multi-agent optimization with different coupling sources ⋮ Numerical methods for the resource allocation problem in a computer network ⋮ Distributed communication-sliding mirror-descent algorithm for nonsmooth resource allocation problem ⋮ Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method ⋮ Convergence rates of subgradient methods for quasi-convex optimization problems

Cites Work

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• An <formula formulatype="inline"><tex Notation="TeX">$O(1/k)$</tex> </formula> Gradient Method for Network Resource Allocation Problems
• A merit function approach to the subgradient method with averaging
• Generalized Nash equilibrium problems

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