eprintid: 4122
rev_number: 18
eprint_status: archive
userid: 351
dir: disk0/00/00/41/22
datestamp: 2016-01-15 02:04:11
lastmod: 2021-08-27 17:14:49
status_changed: 2016-01-15 02:04:11
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Kiwiel, K.
title: Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
ispublished: pub
internal_subjects: iis_cmp
internal_subjects: iis_met
internal_subjects: iis_mod
divisions: prog_opt
abstract: We consider dual coordinate ascent methods for minimizing a strictly convex (possibly nondifferentiable) function subject to linear constraints. Such methods are useful in large-scale applications (e.g., entropy maximization, quadratic programming, network flows), because they are simple, can exploit sparsity and in certain cases are highly parallelizable. We establish their global convergence under weak conditions and a free-steering order of relaxation. Previous comparable results were restricted to special problems with separable costs and equality constraints. Our convergence framework unifies to a certain extent the approaches of Bregman, Censor and Lent, De Pierro and Iusem, and Luo and Tseng, and complements that of Bertsekas and Tseng.
date: 1994-09
date_type: published
publisher: WP-94-089
iiasapubid: WP-94-089
price: 10
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 27
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   Kiwiel, K.  (1994).  Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-089     
document_url: https://pure.iiasa.ac.at/id/eprint/4122/1/WP-94-089.pdf