Proximal decomposition via alternating linearization

SIAM Journal on Optimization

Volumn 9, Issue 3, 1999, Pages 668-689

  Kiwiel, Krzysztof C ^a   Rosa, Charles H ^b   Ruszczyński, Andrzej ^c  

^a SYSTEMS RESEARCH INSTITUTE   (Poland)

^b Research Group   (United States)

^c RUTGERS UNIVERSITY   (United States)

Author keywords

Augmented Lagrangians; Convex programming; Decomposition; Large scale optimization; Proximal point methods; Stochastic programming

Indexed keywords

EID: 0033438023     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623495288064     Document Type: Article

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