Journal of Optimization Theory and Applications

, Volume 127, Issue 2, pp 329–345

Separable Augmented Lagrangian Algorithm with Multidimensional Scaling for Monotropic Programming

  • O. M. Guèye
  • J. -P. Dussault
  • P. Mahey
Article

DOI: 10.1007/s10957-005-6547-4

Cite this article as:
Guèye, O.M., Dussault, J.-. & Mahey, P. J Optim Theory Appl (2005) 127: 329. doi:10.1007/s10957-005-6547-4

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.

Keywords

Augmented Lagrangiansmonotropic programmingmulticommodity flowsdecomposition

Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  • O. M. Guèye
    • 1
  • J. -P. Dussault
    • 1
  • P. Mahey
    • 2
  1. 1.Département, d’Informatique, Faculté des SciencesUniversité de SherbrookeSherbrookeCanada
  2. 2.Laboratoire d’Informatique, de Modélisation et d’Optimisation des Systèmes, CNRSUniversité Blaise-PascalClermont-FerrandFrance