?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4541%2F&rft.title=Decomposition+via+Alternating+Linearization&rft.creator=Kiwiel%2C+K.&rft.creator=Rosa%2C+C.H.&rft.creator=Ruszczynski%2C+A.&rft.description=A+new+approximate+proximal+point+method+for+minimizing+the+sum+of+two+convex+functions+is+introduced.+It+replaces+the+original+problem+by+a+sequence+of+regularized+subproblems+in+which+the+functions+are+alternately+represented+by+linear+models.+The+method+updates+the+linear+models+and+the+prox+center%2C+as+well+as+the+prox+coefficient.+It+is+monotone+in+terms+of+the+objective+values+and+converges+to+a+solution+of+the+problem%2C+if+any.+A+dual+version+of+the+method+is+derived+and+analyzed.+Applications+of+the+methods+to+multistage+stochastic+programming+problems+are+discussed+and+preliminary+numerical+experience+presented.&rft.publisher=WP-95-051&rft.date=1995-06&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4541%2F1%2FWP-95-051.pdf&rft.identifier=++Kiwiel%2C+K.%2C+Rosa%2C+C.H.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1541.html%3E%2C+%26+Ruszczynski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1544.html%3E++(1995).++Decomposition+via+Alternating+Linearization.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-95-051+++++