Search Results - subject:"Separable convex optimization"

Path-following gradient-based decomposition algorithms for separable convex optimization

Dinh, Quoc Tran; Necoara, Ion; Diehl, Moritz - In: Journal of Global Optimization 59 (2014) 1, pp. 59-80

separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this algorithm does …

Persistent link: https://www.econbiz.de/10010845803

Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems

Dinh, Quoc Tran; Savorgnan, Carlo; Diehl, Moritz - In: Computational Optimization and Applications 55 (2013) 1, pp. 75-111

A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main advantage of this algorithm is that it automatically and...

Persistent link: https://www.econbiz.de/10010998361