Article ID: | iaor1991708 |
Country: | Netherlands |
Volume: | 46 |
Issue: | 2 |
Start Page Number: | 127 |
End Page Number: | 151 |
Publication Date: | Feb 1990 |
Journal: | Mathematical Programming (Series A) |
Authors: | Bertsekas Dimitri P., Tseng Paul |
Keywords: | programming: convex |
The authors propose a dual descent method for the problem of minimizing a convex, possibly nondifferentiable, separable cost subject to linear constraints. The method has properties reminiscent of the Gauss-Seidel method in numerical analysis and uses the