Nonlinear rescaling as interior quadratic prox method in convex optimization

DOI10.1007/s10589-006-9759-0zbMath1128.90047OpenAlexW2011766928MaRDI QIDQ861517

Roman A. Polyak

Publication date: 29 January 2007

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-006-9759-0

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (4)

Modified Lagrangian methods for separable optimization problems ⋮ Primal–dual exterior point method for convex optimization ⋮ Unnamed Item ⋮ Lagrangian transformation and interior ellipsoid methods in convex optimization

Uses Software

• LIPSOL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the convergence of the exponential multiplier method for convex programming
• Primal-dual nonlinear rescaling method for convex optimization
• Modified barrier functions (theory and methods)
• An interior-point algorithm for nonconvex nonlinear programming
• Nonlinear rescaling and proximal-like methods in convex optimization
• Nonlinear rescaling vs. smoothing technique in convex optimization
• Computational experience with penalty-barrier methods for nonlinear programming
• The Newton modified barrier method for QP problems
• Multiplier and gradient methods
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Monotone Operators and the Proximal Point Algorithm
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels
• Proximité et dualité dans un espace hilbertien
• Log-sigmoid multipliers method in constrained optimization

This page was built for publication: Nonlinear rescaling as interior quadratic prox method in convex optimization