An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming (Q5124003)

scientific article; zbMATH DE number 7248645

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English	An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming	scientific article; zbMATH DE number 7248645

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instance of

scholarly article

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title

An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming (English)

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SIAM Journal on Optimization

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publication date

17 September 2020

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full work available at URL

https://arxiv.org/abs/1903.09546

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zbMATH Keywords

linear programming

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semismooth Newton method

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augmented Lagrangian method

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describes a project that uses

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MaRDI publication profile

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cites work

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Clustering with qualitative information

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Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming

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Augmented Lagrangian method for large-scale linear programming problems

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Preconditioning indefinite systems in interior point methods for large scale linear optimisation

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On the minimum norm solution of linear programs

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Nonsmooth equations in optimization. Regularity, calculus, methods and applications

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QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming

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Nonlinear Perturbation of Linear Programs

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A new class of preconditioners for large-scale linear systems from interior point methods for linear programming

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A Class of Inexact Variable Metric Proximal Point Algorithms

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Some continuity properties of polyhedral multifunctions

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Convex Analysis

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Monotone Operators and the Proximal Point Algorithm

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Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

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Variational Analysis

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Implementation of an interior point method with basis preconditioning

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Testing and non-linear preconditioning of the proximal point method

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Implementing proximal point methods for linear programming

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SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints

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An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems

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A Newton-CG Augmented Lagrangian Method for Semidefinite Programming

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Identifiers

zbMATH Open document ID

1450.90007

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DOI

10.1137/19M1251795

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5124003