An approximate penalty method with descent for convex optimization problems

DOI10.3103/S1066369X19070053zbMath1461.90099OpenAlexW2969285474WikidataQ127332015 ScholiaQ127332015MaRDI QIDQ2286954

Yanyan Li

Publication date: 23 January 2020

Published in: Russian Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066369x19070053

zbMATH Keywords

decompositionconvex optimization problemdescent methodpenalty methodnon-linear constraints

Mathematics Subject Classification ID

Convex programming (90C25) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (5)

Penalty Method for Games of Constraints ⋮ Decentralized multi-agent optimization based on a penalty method ⋮ Application of the Decomposable Penalty Method to a Class of Generalized Nash Equilibrium Problems ⋮ A local MM subspace method for solving constrained variational problems in image recovery ⋮ Decomposable penalty method for generalized game problems with joint constraints

Cites Work

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• A nonlinear descent method for a variational inequality on a nonconvex set
• Nonlinear programming and variational inequality problems. A unified approach
• Iterative method for the solution and decomposition of linear programming problems
• The method of penalty functions in problems of high dimensionality
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Point-to-Set Maps in Mathematical Programming

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