On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems.
Ion NecoaraValentin NedelcuPublished in: Autom. (2015)
Keyphrases
- linearly constrained
- iterative algorithms
- linear constraints
- convex hull
- variational inequalities
- linear systems
- quadratic optimization problems
- dynamic programming
- steepest descent method
- optimal solution
- computational complexity
- worst case
- linear programming
- piecewise linear
- primal dual
- convex sets
- convergence rate
- sensitivity analysis
- probabilistic model
- bayesian networks
- quadratic programming
- bayesian framework
- piecewise constant
- global optimality
- globally convergent
- graphical models
- special case
- nonlinear optimization problems