Article ID: | iaor19941890 |
Country: | Netherlands |
Volume: | 59 |
Issue: | 2 |
Start Page Number: | 231 |
End Page Number: | 247 |
Publication Date: | Apr 1993 |
Journal: | Mathematical Programming (Series A) |
Authors: | Tseng Paul |
The paper considers a dual method for solving non-strictly convex programs possessing a certain separable structure. This method may be viewed as a dual version of a block coordinate ascent method studied by Auslender. The paper shows that the decomposition methods of Han and the method of multipliers may be viewed as special cases of this method. It also proves a convergence result for this method which can be applied to sharpen the available convergence results for Han’s methods.