| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| Decomposition via Alternating Linearization. | |
| Kiwiel K; Rosa CH; Ruszczynski A | |
| 发表日期 | 1995 |
| 出版者 | IIASA, Laxenburg, Austria: WP-95-051 |
| 出版年 | 1995 |
| 语种 | 英语 |
| 摘要 | A new approximate proximal point method for minimizing the sum of two convex functions is introduced. It replaces the original problem by a sequence of regularized subproblems in which the functions are alternately represented by linear models. The method updates the linear models and the prox center, as well as the prox coefficient. It is monotone in terms of the objective values and converges to a solution of the problem, if any. A dual version of the method is derived and analyzed. Applications of the methods to multistage stochastic programming problems are discussed and preliminary numerical experience presented. |
| 主题 | Optimization under Uncertainty (OPT) |
| URL | http://pure.iiasa.ac.at/id/eprint/4541/ |
| 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/124418 |
| 推荐引用方式 GB/T 7714 | Kiwiel K,Rosa CH,Ruszczynski A. Decomposition via Alternating Linearization.. 1995. |
| 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-95-051.pdf（737KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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