Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0797.90075
Eckstein, J.
Parallel alternating direction multiplier decomposition of convex programs. (English)
[J] J. Optimization Theory Appl. 80, No.1, 39-62 (1994). ISSN 0022-3239; ISSN 1573-2878/e

Summary: This paper describes two specializations of the alternating direction method of multipliers: the alternating step method and the epigraphic projection method. The alternating step method applies to monotropic programs, while the epigraphic method applies to general block-separable convex programs, including monotropic programs as a special case. The epigraphic method resembles an earlier parallel method due to Spingarn, but solves a larger number of simpler subproblems at each iteration. This paper gives convergence results for both the alternating step and epigraphic methods, and compares their performance on random dense separable quadratic programs.

MSC 2000:: *90C25 Convex programming
65Y05 Parallel computation (numerical methods)

Keywords: parallel algorithms; alternating direction method; epigraphic projection method

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]