Bundle-Based Decomposition: Conditions for Convergence

  • S.M. Robinson

    University of Wisconsin-Madison, 1513 University Avenue, Madison, WI 53706

Abstract

Bundle-based decomposition is a recently proposed method for decentralized convex optimization. Computational tests indicate that it is very fast. In this paper we exhibit conditions for convergence of the method. In the process we study conditions for linearly-constrained approximate minimization of a convex function.

Cite this article

S.M. Robinson, Bundle-Based Decomposition: Conditions for Convergence. Ann. Inst. H. Poincaré Anal. Non Linéaire 6 (1989), pp. 435–447

DOI 10.1016/S0294-1449(17)30033-1