Dual coordinate ascent methods for non-strictly convex minimization

Dual coordinate ascent methods for non-strictly convex minimization

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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:
Abstract:

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.

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