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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:SMAI Journal of Computational Mathematics Jg. 4; S. 81 - 120
Hauptverfasser: Li, Min, Yuan, Xiaoming
Format: Journal Article
Sprache:Englisch
Veröffentlicht: 27.03.2018
ISSN:2426-8399, 2426-8399
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!