Bundle-Based Decomposition: Conditions for Convergence

Robinson SM (1987). Bundle-Based Decomposition: Conditions for Convergence. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-080

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Abstract

Bundle-based decomposition is a recently proposed method for decentralized convex optimization. Computational tests indicate that it is very fast. In this paper we exhibit conditions for convergence of the method. In the process we study conditions for linearly-constrained approximate minimization of a convex function.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:57
Last Modified: 18 Nov 2016 17:03
URI: http://pure.iiasa.ac.at/2972

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