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Zbl 1116.90105
Guèye, O.M.; Dussault, J.-P.; Mahey, P.
Separable augmented Lagrangian algorithm with multidimensional scaling for monotropic programming. (English)
[J] J. Optim. Theory Appl. 127, No. 2, 329-345 (2005). ISSN 0022-3239; ISSN 1573-2878/e

Summary: 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.
MSC 2000:
*90C35 Network programming
90C25 Convex programming
90B10 Flows in networks

Keywords: Augmented Lagrangians; monotropic programming; multicommodity flows; decomposition

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