| 来源类型 | Monograph (IIASA Working Paper)
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| 规范类型 | 论文
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| Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints. |
| Kiwiel K
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| 发表日期 | 1994
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| 出版者 | IIASA, Laxenburg, Austria: WP-94-089
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| 出版年 | 1994
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| 语种 | 英语
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| 摘要 | We consider dual coordinate ascent methods for minimizing a strictly convex (possibly nondifferentiable) function subject to linear constraints. Such methods are useful in large-scale applications (e.g., entropy maximization, quadratic programming, network flows), because they are simple, can exploit sparsity and in certain cases are highly parallelizable. We establish their global convergence under weak conditions and a free-steering order of relaxation. Previous comparable results were restricted to special problems with separable costs and equality constraints. Our convergence framework unifies to a certain extent the approaches of Bregman, Censor and Lent, De Pierro and Iusem, and Luo and Tseng, and complements that of Bertsekas and Tseng. |
| 主题 | Optimization under Uncertainty (OPT)
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| URL | http://pure.iiasa.ac.at/id/eprint/4122/
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| 来源智库 | International Institute for Applied Systems Analysis (Austria)
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124244
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推荐引用方式
GB/T 7714 |
Kiwiel K. Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints.. 1994.
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文件名：
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WP-94-089.pdf
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格式：
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Adobe PDF
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