Separable augmented lagrangian algorithm with multidimensional scaling for monotropic programming

Separable augmented lagrangian algorithm with multidimensional scaling for monotropic programming

We analyze a new decomposition approach for convex structured programs based on augmented Lagrangian functions with multiple scaling parameters. We obtain global convergence results with weak hypotheses. Numerical results are presented on a class of multicommodity flow problems; empirical choices of...

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Veröffentlicht in:Journal of optimization theory and applications 2005-11, Vol.127 (2), p.329-345
Hauptverfasser: GUEYE, O. M, DUSSAULT, J.-P, MAHEY, P
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied sciences
Decomposition
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Optimization
Quadratic programming
Studies
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Zusammenfassung:We analyze a new decomposition approach for convex structured programs based on augmented Lagrangian functions with multiple scaling parameters. We obtain global convergence results with weak hypotheses. Numerical results are presented on a class of multicommodity flow problems; empirical choices of the scaling parameters updates are discussed. [PUBLICATION ABSTRACT]
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-005-6547-4