On convergence of an augmented Lagrangian decomposition method for sparse convex optimization

Solving dynamic stochastic economic models by mathematical programming decomposition methods

Computers and Operations Research

On the implementation of a log-barrier progressive hedging method for multistage stochastic programs

Journal of Computational and Applied Mathematics

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

Foundations and Trends® in Machine Learning

Multivariate arrival rate estimation using semidefinite programming

Proceedings of the Winter Simulation Conference

Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems

Computational Optimization and Applications

Path-following gradient-based decomposition algorithms for separable convex optimization

Journal of Global Optimization