ASYMPTOTIC PROPERTIES OF THE FENCHEL DUAL FUNCTIONAL AND APPLICATIONS TO DECOMPOSITION PROBLEMS

被引：46

作者：

AUSLENDER, A

机构：

[1] Department de Mathématiques Appliquées, Université Blaise Pascal (Clermont II), Aubière

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1992年 / 73卷 / 03期

关键词：

CONVEX ANALYSIS; DUALITY; GAUSS-SEIDEL METHODS; DECOMPOSITION METHODS;

D O I：

10.1007/BF00940050

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study dual functionals which have two fundamental properties. Firstly, they have a good asymptotical behavior. Secondly, to each dual sequence of subgradients converging to zero, one can associate a primal sequence which converges to an optimal solution of the primal problem. Furthermore, minimal conditions for the convergence of the Gauss-Seidel methods are given and applied to such kinds of functionals.

引用

页码：427 / 499

页数：73

共 15 条

[1] NUMERICAL METHODS FOR DECOMPOSITION AND MINIMIZATION OF NONDIFFERENTIABLE FUNCTIONS [J].