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A decomposition/synchronization scheme for formulating and solving optimization problems

Abstract:

Large-scale optimization problems, even when convex, can be challenging to solve directly. Recently, a considerable amount of research has focused on developing methods for solving such optimization problems in a distributed manner. The assumption that is usually made is that the global objective function is a sum of convex functions, which is restrictive. In this paper, we automatically decompose a convex function to be minimized into a sum of smaller functions that may or may not be convex ...

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Journal:
IFAC Proceedings Volumes (IFAC-PapersOnline) More from this journal
Volume:
1
Issue:
PART 1
Pages:
96-101
Publication date:
2009-01-01
DOI:
ISSN:
1474-6670
Language:
English
Keywords:
Pubs id:
pubs:304928
UUID:
uuid:f783b0b4-e81f-442c-af31-5fc7f740f65b
Local pid:
pubs:304928
Source identifiers:
304928
Deposit date:
2012-12-19

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