Sign in
Modified Lagrangian Methods for Separable Optimization Problems
Journal article   Open access  Peer reviewed

Modified Lagrangian Methods for Separable Optimization Problems

Abdelouahed Hamdi and Aiman A. Mukheimer
Abstract and applied analysis, Vol.2012, pp.1-20
01/01/2012

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
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.
url
https://doi.org/10.1155/2012/471854View
Published (Version of record) Open

Metrics

1 Record Views

Details