The Legendre Transformation in Modern Optimization

DOI10.1007/978-3-319-42056-1_15zbMath1354.49076arXiv1605.07897OpenAlexW2395303224MaRDI QIDQ2957720

Roman A. Polyak

Publication date: 27 January 2017

Published in: Optimization and Its Applications in Control and Data Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.07897

zbMATH Keywords

dualityLegendre transformLagrangiannonlinear rescalingself-concordant functionLagrangian transform

Mathematics Subject Classification ID

Duality theory (optimization) (49N15)

Related Items (1)

Solutions to inexact resolvent inclusion problems with applications to nonlinear analysis and optimization

Uses Software

• PENNON
• PENSDP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Proximal point nonlinear rescaling method for convex optimization
• On the convergence of the exponential multiplier method for convex programming
• Multiplicative iterative algorithms for convex programming
• On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
• Modified barrier functions (theory and methods)
• Proximal minimization algorithm with \(D\)-functions
• Nonlinear rescaling and proximal-like methods in convex optimization
• Introductory lectures on convex optimization. A basic course.
• New formulas for the Legendre-Fenchel transform.
• Projection and proximal point methods: Convergence results and counterexamples.
• 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
• Smoothing methods for convex inequalities and linear complementarity problems
• Lagrangian transformation and interior ellipsoid methods in convex optimization
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Multiplier and gradient methods
• Derivation of some new distributions in statistical mechanics using maximum entropy approach
• Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
• Two Strong Convergence Theorems for a Proximal Method in Reflexive Banach Spaces
• A new family of penalties for augmented Lagrangian methods
• The Created Response Surface Technique for Optimizing Nonlinear, Restrained Systems
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Entropic Proximal Mappings with Applications to Nonlinear Programming
• Monotone Operators and the Proximal Point Algorithm
• Legendre Duality in Nonconvex Optimization and Calculus of Variations
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• The convergence of a modified barrier method for convex programming
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• PENNON: A code for convex nonlinear and semidefinite programming
• Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Some Convergence Properties of the Modified Log Barrier Method for Linear Programming
• The method of penalty estimates for conditional extremum problems
• A Statistical Model for Positron Emission Tomography
• Intensity modulated radiotherapy treatment planning by use of a barrier-penalty multiplier method
• Proximité et dualité dans un espace hilbertien
• Iterative methods using lagrange multipliers for solving extremal problems with constraints of the equation type
• Variational methods for the solution of problems of equilibrium and vibrations
• Log-sigmoid multipliers method in constrained optimization
• Proximity function minimization using multiple Bregman projections, with applications to split feasibility and Kullback--Leibler distance minimization

This page was built for publication: The Legendre Transformation in Modern Optimization