Lagrangian transformation and interior ellipsoid methods in convex optimization

DOI10.1007/S10957-014-0527-5zbMath1330.90135OpenAlexW2079701650MaRDI QIDQ2342139

Roman A. Polyak

Publication date: 11 May 2015

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

Full work available at URL: https://doi.org/10.1007/s10957-014-0527-5

zbMATH Keywords

convergenceinterior point methodsaugmented LagrangianBregman distanceLagrangian transformation

Mathematics Subject Classification ID

Convex programming (90C25) Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46) Interior-point methods (90C51)

Related Items (4)

Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables ⋮ The Legendre Transformation in Modern Optimization ⋮ A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem ⋮ Solving large-scale reactive optimal power flow problems by a primal-dual \(\mathrm{M}^2\mathrm{BF}\) approach

Uses Software

• PENSDP

Cites Work

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