Alternating Direction Multiplier Decomposition of Convex Problems,

Abstract

This paper focuses on two kinds of problems, monotropic programs and block-seperable problems. For block-seperable problems, the algorithm obtained bears some resemblance to an earlier method due to Spingarn, but solves a larger number of simpler subproblems at each iteration. Its fundamental operation is projection onto the epigraph of a convex function. For monotropic programs, one obtains a compact method that has some interesting properties when specialized to linear programming, and, for quadratic problems, has been shown to be competitive in the massively parallel environment.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1991
Accession Number
ADA326735

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  • Jonathan Eckstein

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  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Commerce
  • Computations
  • Computer Architecture
  • Computer Programming
  • Convergence
  • Convex Programming
  • Decomposition
  • Evolutionary Algorithms
  • Heuristic Methods
  • Iterations
  • Linear Programming
  • Notation
  • Optimization
  • Sequences
  • Theorems

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  • Operations Research