2020/10/01 by I. V. Konnov, Konnov, Igor V.
Computer Science · Engineering · #90C06 #90C25 #90C30 #Complexity and Algorithms in Graphs #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Packing Problems #Optimization and Search Problems
paper · pdf · doi:10.48550/arxiv.2010.00630
openalex publication_date 2020/10/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider a general decomposable convex optimization problem. By using right-hand side allocation technique, it can be transformed into a collection of small dimensional optimization problems. The master problem is a convex non-smooth optimization problem. We propose to apply the exact non-smooth penalty method, which gives a solution of the initial problem under some fixed penalty parameter and provides the consistency of lower level problems. The master problem is suggested to be solved by a two-speed subgradient projection method, which enhances the step-size selection. Preliminary results of computational experiments confirm its efficiency.