Article ID: | iaor2003770 |
Country: | Germany |
Volume: | 91 |
Issue: | 1 |
Start Page Number: | 33 |
End Page Number: | 47 |
Publication Date: | Jan 2001 |
Journal: | Mathematical Programming |
Authors: | Auslender A., Teboulle M. |
We consider convex optimization and variational inequality problems with a given separable structure. We propose a new decomposition method for these problems which combines the recent logarithmic-quadratic proximal theory introduced by the authors with a decomposition method given by Chen-Teboulle for convex problems with particular structure. The resulting method allows to produce for the first time provably convergent decomposition schemes based on