Some methods of solving convex programming problems

DOI10.1016/0041-5553(81)90007-0zbMath0497.90052OpenAlexW2002536594MaRDI QIDQ3962783

V. M. Panin

Publication date: 1981

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(81)90007-0

zbMATH Keywords

Newton's methodfirst-order methodsolution algorithmsmethod of linearizationconvergence provemethods with quadratic approximation of the constraintsstep choice rule

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (8)

A sequential quadratically constrained quadratic programming technique for a multi-objective optimization problem ⋮ A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results ⋮ A Globally Convergent SQCQP Method for Multiobjective Optimization Problems ⋮ On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems ⋮ A sequential quadratically constrained quadratic programming method of feasible directions ⋮ A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization ⋮ Use of a finite penalty in convex programming problems for global convergence of Newton's method with steep adjustment ⋮ Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions

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