Separable Augmented Lagrangian Algorithm with Multidimensional Scaling for Monotropic Programming

O. M. Guèye, J. -P. Dussault and P. Mahey
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O. M. Guèye: Université de Sherbrooke
J. -P. Dussault: Université de Sherbrooke
P. Mahey: Université Blaise-Pascal

Journal of Optimization Theory and Applications, 2005, vol. 127, issue 2, No 6, 329-345

Abstract: Abstract 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.

Keywords: Augmented Lagrangians; monotropic programming; multicommodity flows; decomposition (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10957-005-6547-4

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