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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2012-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2012/471854 |