A Smooth Inexact Penalty Reformulation of Convex Problems with Linear Constraints

DOI10.1137/18M1209180zbMath1477.90067arXiv1808.07749OpenAlexW3193317903MaRDI QIDQ5152474

Tatiana Tatarenko, Angelia Nedić

Publication date: 24 September 2021

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

Full work available at URL: https://arxiv.org/abs/1808.07749

zbMATH Keywords

linear constraintsconvex minimizationincremental methodsinexact penalty

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

Uses Software

• Finito
• Saga

Cites Work

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