The augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programming

We consider a separable convex minimization model whose variables are coupled by linear constraints and they are subject to the positive orthant constraints, and its objective function is in form of m functions without coupled variables. It is well recognized that when the augmented Lagrangian metho...

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Bibliographic Details
Published in:SMAI Journal of Computational Mathematics Vol. 4; pp. 81 - 120
Main Authors: Li, Min, Yuan, Xiaoming
Format: Journal Article
Language:English
Published: 27.03.2018
ISSN:2426-8399, 2426-8399
Online Access:Get full text
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