LIDS Seminar Series Terry Rockafellar
Augmented Lagrangians and Decomposition in Convex and Nonconvex Programming
Multiplier methods based on augmented Lagrangians are attractive in convex and nonconvex programming for their stabilizing and even convexifying properties. They have widely been seen, however, as incompatible with taking advantage of a block-separable structure. In fact, when articulated in the right way, they can produce decomposition algorithms in which low-dimensional subproblems can be solved…



