Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
نویسندگان
چکیده
منابع مشابه
Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
We consider dual coordinate ascent methods for minimizing a strictly convex (possibly nondifferentiable) function subject to linear constraints. Such methods are useful in large-scale applications (e.g., entropy maximization, quadratic programming, network flows), because they are simple, can exploit sparsity and in certain cases are highly parallelizable. We establish their global convergence ...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1997
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.22.2.326