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Separable Augmented Lagrangian Algorithm with Multidimensional Scaling for Monotropic Programming |
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| Authors: | O. M. Guèye J. -P. Dussault P. Mahey |
| Affiliation: | (1) Département, d’Informatique, Faculté des Sciences, Université de Sherbrooke, Sherbrooke, Québec, Canada;(2) Laboratoire d’Informatique, de Modélisation et d’Optimisation des Systèmes, CNRS, Université Blaise-Pascal, Clermont-Ferrand, France |
| Abstract: | We analyze a new decomposition approach for convex structured programs based on augmented Lagrangian functions with multiple scaling parameters. We obtain global convergence results with weak hypotheses. Numerical results are presented on a class of multicommodity flow problems; empirical choices of the scaling parameters updates are discussed. The authors gratefully acknowledge the help of J.-P. Crouzeix in simplifying the proof of the main convergence result. |
| Keywords: | Augmented Lagrangians monotropic programming multicommodity flows decomposition |
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