Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves
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Publication:2832889
DOI10.1137/140993314zbMath1354.49064OpenAlexW2545770483MaRDI QIDQ2832889
Publication date: 15 November 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5760e1078a65ba181fee11c18212e25c9fce6b47
inexact Newton methodsKarush-Kuhn-Tucker optimality conditionsKrylov subspace methodsconvex quadratic optimizationprimal-dual active-set methodssemi-smooth Newton methods
Numerical mathematical programming methods (65K05) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15)
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