Article ID Journal Published Year Pages File Type
9506625 Applied Mathematics and Computation 2005 24 Pages PDF
Abstract
We combine here these two ideas to develop decomposition schemes for solving structured convex programs with smooth Lagrangians, allowing the use of Newton types methods. We will concentrate our numerical analysis on an exponential and modified logarithmic barrier type of augmented Lagrangians leading to an alternating direction type algorithm. Numerical examples illustrating the performance of this algorithm versus classical quadratic alternating direction methods will be presented.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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