A general primal-dual envelope method for convex programming problems

作     者：Wright, SE 

作者机构：Miami Univ Dept Math & Stat Oxford OH 45056 USA 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：2000年第10卷第2期

页      面：405-414页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：convex programming large-scale decomposition primal-dual methods 

摘      要：A general decomposition framework for solving large-scale convex programming problems is described. New algorithms are obtained and several known techniques are recovered as special cases, including Dantzig-Wolfe column generation, the finite envelope method of Rockafellar, and Zhu s primal-dual steepest descent method.