메뉴 건너뛰기




Volumn 160, Issue 3, 2005, Pages 921-938

Two-level primal-dual proximal decomposition technique to solve large scale optimization problems

Author keywords

Decomposition; Multiplier methods; Nonconvex programming; Proximal regularization

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; DECOMPOSITION; FUNCTIONS; LARGE SCALE SYSTEMS; MATHEMATICAL MODELS; OPTIMIZATION;

EID: 9544225058     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2003.11.040     Document Type: Article
Times cited : (20)

References (18)
  • 1
    • 0003994167 scopus 로고
    • On a method for convex programs using a symmetrical modification of the Lagrange function
    • A.S. Antipin, On a method for convex programs using a symmetrical modification of the Lagrange function, Ekonomika i Mat. Metody 12 (1976) 1164-1173.
    • (1976) Ekonomika i Mat. Metody , vol.12 , pp. 1164-1173
    • Antipin, A.S.1
  • 2
    • 0018532109 scopus 로고
    • Convexification procedures and decomposition methods for nonconvex optimization problems
    • D.P. Bertsekas, Convexification procedures and decomposition methods for nonconvex optimization problems, Journal of Optimization Theory and Applications 29 (1979) 169-197.
    • (1979) Journal of Optimization Theory and Applications , vol.29 , pp. 169-197
    • Bertsekas, D.P.1
  • 5
    • 0002788352 scopus 로고
    • Application of the alternating direction method of multipliers to separable convex programming problems
    • M. Fukushima, Application of the alternating direction method of multipliers to separable convex programming problems, Computational Optimization and Applications 1 (1992) 92-111.
    • (1992) Computational Optimization and Applications , vol.1 , pp. 92-111
    • Fukushima, M.1
  • 6
    • 21744461865 scopus 로고    scopus 로고
    • A new decomposition method in nonconvex programming via separable augmented Lagrangians
    • P. Gritzmann, R. Horst, E. Sachs, R. Tichatschke (Eds.), Recent Advances in Optimization
    • A. Hamdi, P. Mahey, J.P. Dussault, A new decomposition method in nonconvex programming via separable augmented Lagrangians, in: P. Gritzmann, R. Horst, E. Sachs, R. Tichatschke (Eds.), Recent Advances in Optimization, Lecture Notes in Economics and Mathematical Systems, vol. 452, 1997, pp. 90-104.
    • (1997) Lecture Notes in Economics and Mathematical Systems , vol.452 , pp. 90-104
    • Hamdi, A.1    Mahey, P.2    Dussault, J.P.3
  • 7
    • 9544220534 scopus 로고    scopus 로고
    • Separable diagonalized multiplier method for decomposing nonlinear programs
    • A. Hamdi, P. Mahey, Separable diagonalized multiplier method for decomposing nonlinear programs, Computational and Applied Mathematics 19 (1) (2000) 1-29.
    • (2000) Computational and Applied Mathematics , vol.19 , Issue.1 , pp. 1-29
    • Hamdi, A.1    Mahey, P.2
  • 10
    • 9544247608 scopus 로고
    • Eclatement et décentralisation en calcul des variations
    • J.L. Lions, R. Temam, Eclatement et décentralisation en calcul des variations, Lecture Notes in Mathematics 32 (1970) 196-217.
    • (1970) Lecture Notes in Mathematics , vol.32 , pp. 196-217
    • Lions, J.L.1    Temam, R.2
  • 11
    • 0000860796 scopus 로고
    • Proximal decomposition on the graph of a maximal monotone operator
    • P. Mahey, S. Oualibouch, D.T. Pham, Proximal decomposition on the graph of a maximal monotone operator, SIAM Journal on Optimization 5 (2) (1995) 454-466.
    • (1995) SIAM Journal on Optimization , vol.5 , Issue.2 , pp. 454-466
    • Mahey, P.1    Oualibouch, S.2    Pham, D.T.3
  • 12
    • 28244431909 scopus 로고    scopus 로고
    • Adaptive scaling and convergence rates of a separable augmented Lagrangian algorithm
    • V.H. Nguyen, J.J. Strodiot, P. Tossings (Eds.)
    • P. Mahey, J.P. Dussault, A. Benchakroun, A. Hamdi, Adaptive scaling and convergence rates of a separable augmented Lagrangian algorithm, in: V.H. Nguyen, J.J. Strodiot, P. Tossings (Eds.), Lecture Notes in Economics and Mathematical Systems, 1999.
    • (1999) Lecture Notes in Economics and Mathematical Systems
    • Mahey, P.1    Dussault, J.P.2    Benchakroun, A.3    Hamdi, A.4
  • 13
    • 0016950796 scopus 로고
    • Augmented Lagrangians and applications of the proximal point algorithm in convex programming
    • R.T. Rockafellar, Augmented Lagrangians and applications of the proximal point algorithm in convex programming, Mathematics of Operations Research 1 (1976) 97-116.
    • (1976) Mathematics of Operations Research , vol.1 , pp. 97-116
    • Rockafellar, R.T.1
  • 14
    • 0022076946 scopus 로고
    • Applications of the method of partial inverse to convex programming decomposition
    • J.E. Spingarn, Applications of the method of partial inverse to convex programming decomposition, Mathematical Programming 32 (1985) 199-223.
    • (1985) Mathematical Programming , vol.32 , pp. 199-223
    • Spingarn, J.E.1
  • 15
    • 0016483032 scopus 로고
    • The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization
    • G. Stephanopoulos, A.W. Westerberg, The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization, Journal of Optimization Theory and Applications 15 (1975) 285-309.
    • (1975) Journal of Optimization Theory and Applications , vol.15 , pp. 285-309
    • Stephanopoulos, G.1    Westerberg, A.W.2
  • 16
    • 0026953399 scopus 로고
    • Complete decomposition algorithm for nonconvex separable optimization problems and applications
    • L. Shin, Complete decomposition algorithm for nonconvex separable optimization problems and applications, Automatica 28 (6) (1992) 1249-1254.
    • (1992) Automatica , vol.28 , Issue.6 , pp. 1249-1254
    • Shin, L.1
  • 17
    • 0022012262 scopus 로고
    • A new technique for nonconvex primal-dual decomposition of a large-scale separable optimization problem
    • A. Tanikawa, H. Mukai, A new technique for nonconvex primal-dual decomposition of a large-scale separable optimization problem, IEEE Transactions on Automatic Control AC-30 (2) (1985) 133-143.
    • (1985) IEEE Transactions on Automatic Control , vol.AC-30 , Issue.2 , pp. 133-143
    • Tanikawa, A.1    Mukai, H.2
  • 18
    • 0025209328 scopus 로고
    • Two-level primal-dual decomposition technique for large-scale nonconvex optimization problems with constraints
    • P. Tatjewski, B. Engelmann, Two-level primal-dual decomposition technique for large-scale nonconvex optimization problems with constraints, Journal of Optimization Theory and Applications 64 (1) (1990) 183-205.
    • (1990) Journal of Optimization Theory and Applications , vol.64 , Issue.1 , pp. 183-205
    • Tatjewski, P.1    Engelmann, B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.