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Received August 23, 2020; Accepted October 31, 2021; November 14, 2021
Abstract. In this paper, we investigate the numerical efficiency of a decomposition algorithm to solve structured optimization problems. The proposed method is based on a class of modified Lagrangians combined with the nonlinear rescaling principle of Polyak and the allocation of resources decomposition algorithm. The influence of the involved parameters in the convergence of the algorithm is discussed and some comparisons with other famous decomposition algorithms are given.
How to Cite this Article:
Abdelouahed Hamdi, Akram Taati, Temadher A. Almaadeed, Numerical study on a class of Polyak’s nonlinear rescaling decomposition algorithms, Communications in Optimization Theory, Vol. 2021 (2021), Article ID 13, pp. 1-18.