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.
"Modified Lagrangian Methods for Separable Optimization Problems." Abstr. Appl. Anal. 2012 (SI12) 1 - 20, 2012. https://doi.org/10.1155/2012/471854