Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems
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Publication:1078076
DOI10.1007/BF00939216zbMath0595.90069OpenAlexW2016799959MaRDI QIDQ1078076
Publication date: 1987
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00939216
computational resultsstrongly convexconvergence proofsdual gradient methodlinearly constrainedseparable mathematical programming
Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)
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Cites Work
- A Newton method for convex separable network flow problems
- A scaled reduced gradient algorithm for network flow problems with convex separable costs
- Solving the Pipe Network Analysis Problem Using Optimization Techniques
- Dualität und Approximation bei konvexen Optimierungsproblemen
- Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
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