Nonlinear Proximal Decomposition Method for Convex Programming

M. Kyono and M. Fukushima
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M. Kyono: Kyoto University
M. Fukushima: Kyoto University

Journal of Optimization Theory and Applications, 2000, vol. 106, issue 2, No 6, 357-372

Abstract: Abstract In this paper, we propose a new decomposition method for solving convex programming problems with separable structure. The proposed method is based on the decomposition method proposed by Chen and Teboulle and the nonlinear proximal point algorithm using the Bregman function. An advantage of the proposed method is that, by a suitable choice of the Bregman function, each subproblem becomes essentially the unconstrained minimization of a finite-valued convex function. Under appropriate assumptions, the method is globally convergent to a solution of the problem.

Keywords: nonlinear proximal decomposition method; Bregman functions; convex programming (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004655531273

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