Linear programming with nonparametric penalty programs and iterated thresholding

DOI10.1080/10556788.2022.2117356OpenAlexW4304893021MaRDI QIDQ5882227

Jeffery Kline, Glenn M. Fung

Publication date: 15 March 2023

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

Full work available at URL: https://doi.org/10.1080/10556788.2022.2117356

zbMATH Keywords

linear programmingquadratic programmingfixed pointdualitypenalty methodnonexpansive map

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Quadratic programming (90C20) Linear programming (90C05)

Uses Software

• Gurobi
• CVXOPT
• Netlib
• NumPy
• ECOS
• CVXPY
• OSQP

Cites Work

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• OSQP: An Operator Splitting Solver for Quadratic Programs
• A Newton method for linear programming
• Finite perturbation of convex programs
• Weak convergence theorems for nonexpansive mappings in Banach spaces
• Piecewise-linear pathways to the optimal solution set in linear programming
• A primal-dual regularized interior-point method for convex quadratic programs
• CVXPY: A Python-Embedded Modeling Language for Convex Optimization
• Exactness conditions for a convex differentiable exterior penalty for linear programming
• Exact Regularization of Convex Programs
• Normal solutions of linear programs
• Exact penalty functions in nonlinear programming
• Sufficient conditions for a globally exact penalty function without convexity
• Necessary and sufficient conditions for a penalty method to be exact
• A lower bound for the controlling parameters of the exact penalty functions
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Projected Newton Methods for Optimization Problems with Simple Constraints
• Sufficiency of Exact Penalty Minimization
• NONEXPANSIVE NONLINEAR OPERATORS IN A BANACH SPACE
• A Fixed Point Theorem for Mappings which do not Increase Distances
• Weak convergence of the sequence of successive approximations for nonexpansive mappings
• An Exact Potential Method for Constrained Maxima
• A Fixed Point Theorem for Asymptotically Nonexpansive Mappings

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