An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming†

DOI10.1080/02331930701779096zbMath1144.90019OpenAlexW1981530345MaRDI QIDQ5449022

Masayuki Shida

Publication date: 10 March 2008

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930701779096

zbMATH Keywords

Lagrangian relaxationinterior-point methodconvex programmingglobally self-concordant family

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51)

Related Items (1)

An inexact interior-point Lagrangian decomposition algorithm with inexact oracles

Uses Software

• ACCPM

Cites Work

• Unnamed Item
• Interior-point methods with decomposition for solving large-scale linear programs
• On the complexity of approximating the maximal inscribed ellipsoid for a polytope
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
• Decomposition and Nondifferentiable Optimization with the Projective Algorithm
• Centers of Monotone Generalized Complementarity Problems
• Lagrangian Dual Interior-Point Methods for Semidefinite Programs

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