Abstract <p>We propose a class of dual gradient Uzawa type methods for general convex constrained optimization problems. In order to provide stable convergence, we utilize the partial regularization in primal variables and additional constraints for dual variables. Convergence of the method is established under rather general assumptions.</p>

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Dual Gradient Method with Partial Regularization for Convex Optimization Problems

  • I. V. Konnov

摘要

Abstract

We propose a class of dual gradient Uzawa type methods for general convex constrained optimization problems. In order to provide stable convergence, we utilize the partial regularization in primal variables and additional constraints for dual variables. Convergence of the method is established under rather general assumptions.