Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets

DOI10.1137/130950239zbMath1356.49059arXiv1402.1917OpenAlexW3103621866MaRDI QIDQ2954385

Hao Wang, James V. Burke, Jiashan Wang, Frank E. Curtis

Publication date: 13 January 2017

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.1917

zbMATH Keywords

nonlinear optimizationexact penalty methodsaugmented Lagrangian methodsconvex composite optimizationalternating direction methodsiterative reweighting methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Numerical methods of relaxation type (49M20)

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