Author： Kyono M. Fukushima M.
Publisher： Springer Publishing Company
ISSN： 0022-3239
Source： Journal of Optimization Theory and Applications, Vol.106, Iss.2, 2000-08, pp. : 357-372
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Abstract
In this paper, we propose a new decomposition method for solving convex programming problems with separable structure. The proposed method is based on the decomposition method proposed by Chen and Teboulle and the nonlinear proximal point algorithm using the Bregman function. An advantage of the proposed method is that, by a suitable choice of the Bregman function, each subproblem becomes essentially the unconstrained minimization of a finite-valued convex function. Under appropriate assumptions, the method is globally convergent to a solution of the problem.
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