Relaxation methods for problems with strictly convex separable costs and linear constraints
نویسندگان
چکیده
منابع مشابه
Relaxation methods for problems with strictly convex separable costs and linear constraints
We consider the minimization problem with strictly convex, possibly nondifferentiable, separable cost and linear constraints. The dual of this problem is an unconstrained minimization problem with differentiable cost which is well suited for solution by parallel methods based on Gauss-Seidel relaxation. We show that these methods yield the optimal primal solution and, under additional assumptio...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1987
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02592017