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- Title
Separable Augmented Lagrangian Algorithm with Multidimensional Scaling for Monotropic Programming.
- Authors
Guèye, O. M.; Dussault, J. -P.; Mahey, P.
- Abstract
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.
- Subjects
ALGORITHMS; LAGRANGIAN functions; MATHEMATICAL programming; PARALLEL algorithms; PSYCHOMETRICS; MATHEMATICAL analysis; CALCULUS of variations; MATHEMATICAL optimization; MASLOV index
- Publication
Journal of Optimization Theory & Applications, 2005, Vol 127, Issue 2, p329
- ISSN
0022-3239
- Publication type
Article
- DOI
10.1007/s10957-005-6547-4