| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| Augmented Lagrangian Decomposition for Sparse Convex Optimization. | |
| Ruszczynski A | |
| 发表日期 | 1992 |
| 出版者 | IIASA, Laxenburg, Austria: WP-92-075 |
| 出版年 | 1992 |
| 语种 | 英语 |
| 摘要 | A decomposition method for large-scale convex optimization problems with block-angular structure and many linking constraints is analyzed. The method is based on a separable approximation of the augmented Lagrangian function. Weak global convergence of the method is proved and speed of convergence analysed. It is shown that convergence properties of the method are heavily dependent on sparsity of the linking constraints. Application to large scale linear programming and stochastic programming is discussed. |
| 主题 | Adaption and Optimization (ADO) |
| URL | http://pure.iiasa.ac.at/id/eprint/3624/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124010 |
| 推荐引用方式 GB/T 7714 | Ruszczynski A. Augmented Lagrangian Decomposition for Sparse Convex Optimization.. 1992. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| WP-92-075.pdf（701KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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