Nonlinear rescaling vs. smoothing technique in convex optimization (Q1611003): Difference between revisions
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Latest revision as of 22:37, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Nonlinear rescaling vs. smoothing technique in convex optimization |
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Nonlinear rescaling vs. smoothing technique in convex optimization (English)
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27 October 2003
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This article is devoted to convex constrained optimization problems. It analyzes the Log-Sigmoid (LS) multipliers method introduced by the author [Ann. Oper. Res. 101, 427-460 (2001; Zbl 0996.90088)]; in particular, it gives a new convergence proof as well as some estimations of the rate of convergence. These results are extended to the case when a modification of the Chen-Harker-Kanzow-Smale smoothing function is used. For Linear Programming problems having a unique dual solution, the LS method is proved to have a global quadratic rate of convergence. The paper reports some numerical results and concludes by listing some topics left for further research.
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constrained optimization
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log-sigmoid multipliers method
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Chen-Harker-Kanzow-Smale smoothing function
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linear programming
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dual problem
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