Exterior Distance Function

zbMath1378.65124arXiv1706.08541MaRDI QIDQ4589184

Roman A. Polyak

Publication date: 9 November 2017

Full work available at URL: https://arxiv.org/abs/1706.08541

zbMATH Keywords

Lagrange multipliernonlinear rescalingprimal-dual solutionexterior point methodexterior distance function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)

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