, Volume 127, Issue 2, pp 329-345

Separable Augmented Lagrangian Algorithm with Multidimensional Scaling for Monotropic Programming

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Abstract

We analyze a new decomposition approach for convex structured programs based on augmented Lagrangian functions with multiple scaling parameters. We obtain global convergence results with weak hypotheses. Numerical results are presented on a class of multicommodity flow problems; empirical choices of the scaling parameters updates are discussed.