Primal-dual nonlinear rescaling method for convex optimization

DOI10.1023/B:JOTA.0000041733.24606.99zbMath1129.90339MaRDI QIDQ852150

Igor A. Griva, Roman A. Polyak

Publication date: 27 November 2006

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

zbMATH Keywords

dualityLagrangianprimal-dual methodsnonlinear rescalingmultipliers methods

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Interior-point methods (90C51)

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Uses Software

• LIPSOL

Cites Work

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