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Iterative bundle-based decomposition for large-scale nonseparable convex optimization

✍ Scribed by Koohyun Park; Yong-Sik Shin

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 278 KB
Volume: 111
Category: Article
ISSN: 0377-2217
DOI: 10.1016/s0377-2217(97)00350-0

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✦ Synopsis

There has been considerable research in solving large-scale separable convex optimization problems. In this paper we present an algorithm for large-scale nonseparable smooth convex optimization problems with block-angular linear constraints. The solution of the problem is approximated by solving a sequence of structured separable quadratic programs. The Bundle-based decomposition (BBD) method of Robinson (In:

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