Table of Contents Author Guidelines Submit a Manuscript
Abstract and Applied Analysis
Volume 2012 (2012), Article ID 471854, 20 pages
Research Article

Modified Lagrangian Methods for Separable Optimization Problems

Department of Mathematics and Physical Sciences, Prince Sultan University, P.O. Box 66833, Riyadh 11586, Saudi Arabia

Received 29 November 2011; Revised 17 January 2012; Accepted 18 January 2012

Academic Editor: Muhammad Aslam Noor

Copyright © 2012 Abdelouahed Hamdi and Aiman A. Mukheimer. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We propose a convergence analysis of a new decomposition method to solve structured optimization problems. The proposed scheme is based on a class of modified Lagrangians combined with the allocation of resources decomposition algorithm. Under mild assumptions, we show that the method generates convergent primal-dual sequences.