Multiplicative Interior Gradient Methods for Minimization over the Nonnegative Orthant

DOI10.1137/S0363012994262944zbMath0841.49012OpenAlexW2059251353MaRDI QIDQ4874956

Marc Teboulle, Benar Fux Svaiter, Alfredo Noel Iusem

Publication date: 16 July 1996

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

Full work available at URL: https://doi.org/10.1137/s0363012994262944

zbMATH Keywords

gradient methodsproximal methodsmultiplicative iterative algorithmsunconstrained minimization problems\(\varphi\)-divergences

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of reduced gradient type (90C52)

Related Items (3)

New class of multiplicative algorithms for solving of entropy-linear programs ⋮ Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming ⋮ A new duality theory for mathematical programming

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