Decomposition Methods for Differentiable Optimization Problems over Cartesian Product Sets

@article{Patriksson1998DecompositionMF,
  title={Decomposition Methods for Differentiable Optimization Problems over Cartesian Product Sets},
  author={Michael Patriksson},
  journal={Comp. Opt. and Appl.},
  year={1998},
  volume={9},
  pages={5-42}
}
This paper presents a uniied analysis of decomposition algorithms for continuously diierentiable optimization problems deened on Cartesian products of convex feasible sets. The decomposition algorithms are analyzed using the framework of cost approximation algorithms. A convergence analysis is made for three decomposition algorithms: a sequential algorithm which extends the classical Gauss{Seidel scheme, a synchronized parallel algorithm which extends the Jacobi method, and a partially… CONTINUE READING

Citations

Publications citing this paper.
Showing 1-10 of 10 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 60 references

Decomposition algorithm for convex di erentiable minimization

P. Tseng
J. Optim. Theory Appl., • 1991
View 16 Excerpts
Highly Influenced

On the Rate of Convergence of a Partially Asynchronous Gradient Projection Algorithm

SIAM Journal on Optimization • 1991
View 16 Excerpts
Highly Influenced

Auxiliary problem principle and decomposition of optimization problems

G. Cohen
J. Optim. Theory Appl., • 1980
View 8 Excerpts
Highly Influenced

Optimization by decomposition and coordination: a uni ed approach

G. Cohen
IEEE Trans. Automat. Control, • 1978
View 8 Excerpts
Highly Influenced

A note on the cyclic coordinate ascent method

N. Zadeh
Management Sci., • 1969
View 3 Excerpts
Highly Influenced

Nonlinear Programming: A Uni ed Approach, Prentice-Hall

W. I. Zangwill
Englewood Cli s, NJ, • 1969
View 5 Excerpts
Highly Influenced

A uni ed description of iterative algorithms for tra c equilibria

M. Patriksson
European J. Oper. Res., • 1993
View 4 Excerpts
Highly Influenced

A uni ed framework of descent algorithms for nonlinear programs and variational in equalities, Doctoral dissertation, Department of Mathematics, Link oping University, Link oping

M. Patriksson
1993
View 5 Excerpts
Highly Influenced

and M

T. Larsso
Patriksson, Price-directive tra c management: applications of side constrained tra c equilibrium models, report, Department of Mathematics, Link oping University, Link oping, Sweden, • 1996
View 1 Excerpt

Similar Papers

Loading similar papers…