Space-decomposition multiplier method for constrained minimization problems

A Lagrange Multiplier Method for Certain Constrained Min-Max Problems

A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems

In this paper, a method for solving constrained convex optimization problems is introduced. The problem is cast equivalently as a parametric unconstrained one, the (single) parameter being the optimal value of the original problem. At each stage of the algorithm the parameter is updated and the resulting subproblem is only approximately solved. A linear rate of convergence of the parameter sequ...

The Conjugate Residual Method for Constrained Minimization Problems

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A proximal-based decomposition method for convex minimization problems

This paper presents a decomposition method for solving convex minimization problems. At each iteration, the algorithm computes two proximal steps in the dual variables and one proximal step in the primal variables. We derive this algorithm from Rockafellar's proximal method of multipliers, which involves an augmented Lagrangian with an additional quadratic proximal term. The algorithm preserves...

A Transfokmation Method for Constrained - Function Minimization