Certification aspects of the fast gradient method for solving the dual of parametric convex programs

DOI10.1007/s00186-012-0420-7zbMath1272.90052OpenAlexW2008484275MaRDI QIDQ2392808

Stefan Richter, Manfred Morari, Colin N. Jones

Publication date: 2 August 2013

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/60451

zbMATH Keywords

fast gradient methodcertificationLagrange relaxation

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Methods of reduced gradient type (90C52)

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Cites Work

• Smooth minimization of non-smooth functions
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• Introductory lectures on convex optimization. A basic course.
• Double Smoothing Technique for Large-Scale Linearly Constrained Convex Optimization
• Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Linear Matrix Inequalities in System and Control Theory
• Computational Complexity Certification for Real-Time MPC With Input Constraints Based on the Fast Gradient Method
• Iteration-complexity of first-order augmented Lagrangian methods for convex programming
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