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

[1]  Dinh Quoc Tran,et al.  An Inexact Perturbed Path-Following Method for Lagrangian Decomposition in Large-Scale Separable Convex Optimization , 2011, SIAM J. Optim..

[2]  Bingsheng He,et al.  On the O(1/n) Convergence Rate of the Douglas-Rachford Alternating Direction Method , 2012, SIAM J. Numer. Anal..

[3]  Martin J. Wainwright,et al.  Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling , 2010, IEEE Transactions on Automatic Control.

[4]  Shiqian Ma,et al.  Fast Multiple-Splitting Algorithms for Convex Optimization , 2009, SIAM J. Optim..

[5]  M. Moonen,et al.  Improved Dual Decomposition Based Optimization for DSL Dynamic Spectrum Management , 2010, IEEE Transactions on Signal Processing.

[6]  Asuman E. Ozdaglar,et al.  Distributed Subgradient Methods for Multi-Agent Optimization , 2009, IEEE Transactions on Automatic Control.

[7]  Vânia Lúcia Dos Santos Eleutério.  Finding approximate solutions for large scale linear programs , 2009 .

[8]  Bingsheng He,et al.  Alternating directions based contraction method for generally separable linearly constrained convex programming problems , 2009 .

[9]  Johan A. K. Suykens,et al.  Application of a Smoothing Technique to Decomposition in Convex Optimization , 2008, IEEE Transactions on Automatic Control.

[10]  Paschalis Tsiaflakis,et al.  Distributed Spectrum Management Algorithms for Multiuser DSL Networks , 2008, IEEE Transactions on Signal Processing.

[11]  Daniela Pucci de Farias,et al.  Decentralized Resource Allocation in Dynamic Networks of Agents , 2008, SIAM J. Optim..

[12]  Philippe Mahey,et al.  Accelerating convergence of a Separable Augmented Lagrangian Algorithm , 2007 .

[13]  Stephen P. Boyd,et al.  Distributed estimation via dual decomposition , 2007, 2007 European Control Conference (ECC).

[14]  Kaj Holmberg,et al.  Mean value cross decomposition for nonlinear convex problems , 2006, Optim. Methods Softw..

[15]  Antonio J. Conejo,et al.  Decomposition Techniques in Mathematical Programming: Engineering and Science Applications , 2006 .

[16]  Aswin N. Venkat.  Distributed Model Predictive Control: Theory and Applications , 2006 .

[17]  Yurii Nesterov,et al.  Smooth minimization of non-smooth functions , 2005, Math. Program..

[18]  Yurii Nesterov,et al.  Excessive Gap Technique in Nonsmooth Convex Minimization , 2005, SIAM J. Optim..

[19]  Gongyun Zhao,et al.  A Lagrangian Dual Method with Self-Concordant Barriers for Multi-Stage Stochastic Convex Programming , 2005, Math. Program..

[20]  Abdelouahed Hamdi,et al.  Two-level primal-dual proximal decomposition technique to solve large scale optimization problems , 2005, Appl. Math. Comput..

[21]  Yurii Nesterov,et al.  Introductory Lectures on Convex Optimization - A Basic Course , 2014, Applied Optimization.

[22]  F. Facchinei,et al.  Finite-Dimensional Variational Inequalities and Complementarity Problems , 2003 .

[23]  Jorge J. Moré,et al.  Digital Object Identifier (DOI) 10.1007/s101070100263 , 2001 .

[24]  K. Holmberg,et al.  Experiments with primal - dual decomposition and subgradient methods for the uncapacitatied facility location problem , 2001 .

[25]  Jochen Könemann,et al.  Faster and simpler algorithms for multicommodity flow and other fractional packing problems , 1998, Proceedings 39th Annual Symposium on Foundations of Computer Science (Cat. No.98CB36280).

[26]  Paul Tseng,et al.  Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities , 1997, SIAM J. Optim..

[27]  Andrzej Ruszczynski,et al.  On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization , 1995, Math. Oper. Res..

[28]  Marc Teboulle,et al.  A proximal-based decomposition method for convex minimization problems , 1994, Math. Program..

[29]  Nimrod Megiddo,et al.  Horizontal and vertical decomposition in interior point methods for linear programs , 1994 .

[30]  Sanjay Mehrotra,et al.  On the Implementation of a Primal-Dual Interior Point Method , 1992, SIAM J. Optim..

[31]  Dimitri P. Bertsekas,et al.  On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators , 1992, Math. Program..

[32]  John N. Tsitsiklis,et al.  Parallel and distributed computation , 1989 .

[33]  Shih-Ping Han.  A parallel algorithm for a class of convex programs , 1988 .

[34]  Jonathan E. Spingarn,et al.  Applications of the method of partial inverses to convex programming: Decomposition , 1985, Math. Program..

[35]  Y. Nesterov.  A method for unconstrained convex minimization problem with the rate of convergence o(1/k^2) , 1983 .

[36]  Robert F. Love,et al.  A Dual Decomposition Method for Minimizing Transportation Costs in Multifacility Location Problems , 1973 .