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pith:2026:V7MX236TZ2S4HLFD5O2F77E7WQ
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Generalized Dual Decomposition

Pengyu Zhang, Ruiwei Jiang

Generalized dual decomposition replaces the linear regularizer with a nonlinear one to restore strong duality while keeping parallel subproblem solves in two-stage mixed-integer stochastic programs.

arxiv:2605.14273 v1 · 2026-05-14 · math.OC

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Claims

C1strongest claim

we propose a generalized dual decomposition (GDD) that extends the linear regularizer used in dual decomposition to a general nonlinear one, which still admits parallelization while exhibiting strong duality... we establish the convergence of a GDD algorithm to achieve global optimum.

C2weakest assumption

That nonlinear regularizers can be encoded through parameterization and cutting planes in a way that preserves both parallelizability and strong duality without introducing post-hoc data-dependent choices that invalidate the global-optimality guarantee.

C3one line summary

Generalized Dual Decomposition replaces linear regularizers with nonlinear ones in dual decomposition to achieve strong duality and global optimality for mixed-integer two-stage stochastic programs while retaining parallelization.

References

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[1] Defineg ′ i(x) := PN i′=1 fi′(x) N −f i(x),∀i∈[N]
[2] inf x∈X lim infh(x) = inf x∈X limϵ→0 inf x′∈X∩B(x,ϵ) h(x′) ≥inf x∈X limϵ→0 (inf x′∈X h(x′)) = inf x∈X h(x)
[3] Thus inf x∈X h(x) = infx∈X lim infh(x)
[4] Thus,∥c(x i (r))− ˜xi∗∥ ≤ ∥c(xi (r))−x i (r)∥+∥x i (r) − ˜xi∗∥ ≤ ∥xi (R′) −x i (r)∥+∥x i (r) − ˜xi∗∥ ≤ 2ϵ 3 + ϵ 3 =ϵ. It follows that lim inf r→∞ gi(X t(r),x i (r)) = lim inf r→∞ g∗ i (c(xi (r))) (4)
[5] Zhang and Jiang:Generalized Dual Decomposition 39

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First computed 2026-05-17T23:39:10.372901Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

afd97d6fd3cea5c3aca3ebb45ffc9fb41ea626c36a7fe48e881312a4daf31d8c

Aliases

arxiv: 2605.14273 · arxiv_version: 2605.14273v1 · doi: 10.48550/arxiv.2605.14273 · pith_short_12: V7MX236TZ2S4 · pith_short_16: V7MX236TZ2S4HLFD · pith_short_8: V7MX236T
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Canonical record JSON
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    "submitted_at": "2026-05-14T02:16:35Z",
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