Modified Lagrangian Methods for Separable Optimization Problems

Abdelouahed Hamdi and Aiman A. Mukheimer

Abstract and Applied Analysis, 2012, vol. 2012, 1-20

Abstract:

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.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:471854

DOI: 10.1155/2012/471854

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