Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems

DOI10.1080/10556788.2021.2023523OpenAlexW4214854844MaRDI QIDQ5058382

Unnamed Author, Kees Roos

Publication date: 20 December 2022

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2021.2023523

zbMATH Keywords

linear optimizationhomogeneousChubanov's methodMirror-Prox method

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05)

Uses Software

• Gurobi
• Mosek

Cites Work

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• A polynomial projection algorithm for linear feasibility problems
• An O(n) algorithm for quadratic knapsack problems
• Lectures on Modern Convex Optimization
• On Chubanov’s Method for Solving a Homogeneous Inequality System
• An improved version of Chubanov's method for solving a homogeneous feasibility problem
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Computational performance of a projection and rescaling algorithm

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