New dual-type decomposition algorithm for nonconvex separable optimization problems

Automatica ◽  
1989 ◽  
Vol 25 (2) ◽  
pp. 233-242 ◽  
Author(s):  
P. Tatjewski
2012 ◽  
Vol 2012 ◽  
pp. 1-20 ◽  
Author(s):  
Abdelouahed Hamdi ◽  
Aiman A. Mukheimer

We propose a convergence analysis of a new decomposition method to solve structured optimization problems. The proposed scheme is based on a class of modified Lagrangians combined with the allocation of resources decomposition algorithm. Under mild assumptions, we show that the method generates convergent primal-dual sequences.


2010 ◽  
Vol 132 (4) ◽  
Author(s):  
Shen Lu ◽  
Harrison M. Kim

Economic and physical considerations often lead to equilibrium problems in multidisciplinary design optimization (MDO), which can be captured by MDO problems with complementarity constraints (MDO-CC)—a newly emerging class of problem. Due to the ill-posedness associated with the complementarity constraints, many existing MDO methods may have numerical difficulties solving this class of problem. In this paper, we propose a new decomposition algorithm for the MDO-CC based on the regularization technique and inexact penalty decomposition. The algorithm is presented such that existing proofs can be extended, under certain assumptions, to show that it converges to stationary points of the original problem and that it converges locally at a superlinear rate. Numerical computation with an engineering design example and several analytical example problems shows promising results with convergence to the all-in-one solution.


1997 ◽  
Vol 18 (6) ◽  
pp. 1767-1787 ◽  
Author(s):  
Michel J. Daydé ◽  
Jean-Yves L'Excellent ◽  
Nicholas I. M. Gould

2021 ◽  
Author(s):  
Miantao Chao ◽  
Liqun Liu

Abstract In this paper, we propose a dynamic alternating direction method of multipliers for two-block separable optimization problems. The well-known classical ADMM can be obtained after the time discretization of the dynamical system. Under suitable condition, we prove that the trajectory asymptotically converges to a saddle point of the Lagrangian function of the problems. When the coefficient matrices in the constraint are identiy matrices, we prove the worst-case O(1/t) convergence rate in ergodic sense.


2012 ◽  
Vol 4 (3) ◽  
pp. 25-42 ◽  
Author(s):  
Nathan Egge ◽  
Alexander Brodsky ◽  
Igor Griva

The authors consider optimization problems expressed in Decision Guidance Query Language that may involve linear arithmetic constraints, as well as finite domain and binary variables. They focus on Distributed Manufacturing Network optimization problems in which only a part of the problem is dynamic, i.e., the demand for the output products in a manufacturing network, whereas the rest of the problem is static, i.e., the connectivity graph of the assembly processes and the cost functions of machines. The authors propose the Online Decomposition Algorithm based on offline preprocessing that optimizes each static problem component for discretized values of shared constraint variables, and approximate the optimal aggregated utility functions. The Online Decomposition Algorithm uses the pre-processed approximated aggregated cost functions to decompose the original problem into smaller problems, and utilizes search heuristics for the combinatorial part of the problem based on the pre-processed look-up tables. They also conduct an initial experimental evaluation which shows that the Online Decomposition Algorithm, as compared with Mixed Integer Linear Programming, provides an order of magnitude improvement in terms of both computational time and the quality of found solutions for a class of problems for which pre-processing is possible.


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