Modified Lagrangian Methods for Separable Optimization Problems
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 conv...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Wiley
2012-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2012/471854 |
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| _version_ | 1850213118678925312 |
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| author | Abdelouahed Hamdi Aiman A. Mukheimer |
| author_facet | Abdelouahed Hamdi Aiman A. Mukheimer |
| author_sort | Abdelouahed Hamdi |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-8bf357495a6346da82bcb525fcbd4215 |
| institution | OA Journals |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-8bf357495a6346da82bcb525fcbd42152025-08-20T02:09:11ZengWileyAbstract and Applied Analysis1085-33751687-04092012-01-01201210.1155/2012/471854471854Modified Lagrangian Methods for Separable Optimization ProblemsAbdelouahed Hamdi0Aiman A. Mukheimer1Department of Mathematics and Physical Sciences, Prince Sultan University, P.O. Box 66833, Riyadh 11586, Saudi ArabiaDepartment of Mathematics and Physical Sciences, Prince Sultan University, P.O. Box 66833, Riyadh 11586, Saudi ArabiaWe 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.http://dx.doi.org/10.1155/2012/471854 |
| spellingShingle | Abdelouahed Hamdi Aiman A. Mukheimer Modified Lagrangian Methods for Separable Optimization Problems Abstract and Applied Analysis |
| title | Modified Lagrangian Methods for Separable Optimization Problems |
| title_full | Modified Lagrangian Methods for Separable Optimization Problems |
| title_fullStr | Modified Lagrangian Methods for Separable Optimization Problems |
| title_full_unstemmed | Modified Lagrangian Methods for Separable Optimization Problems |
| title_short | Modified Lagrangian Methods for Separable Optimization Problems |
| title_sort | modified lagrangian methods for separable optimization problems |
| url | http://dx.doi.org/10.1155/2012/471854 |
| work_keys_str_mv | AT abdelouahedhamdi modifiedlagrangianmethodsforseparableoptimizationproblems AT aimanamukheimer modifiedlagrangianmethodsforseparableoptimizationproblems |