An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
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Publication:5186649
DOI10.1093/IMANUM/5.1.111zbMath0561.65042OpenAlexW2069259512MaRDI QIDQ5186649
Publication date: 1985
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/5.1.111
Related Items (16)
Penalty-proximal methods in convex programming ⋮ Survey of Bundle Methods for Nonsmooth Optimization ⋮ A constraint linearization method for nondifferentiable convex minimization ⋮ A variable metric method for nonsmooth convex constrained optimization ⋮ An algorithm for calculating one subgradient of a convex function of two variables ⋮ Limited memory interior point bundle method for large inequality constrained nonsmooth minimization ⋮ A New Sequential Optimality Condition for Constrained Nonsmooth Optimization ⋮ A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information ⋮ Proximity control in bundle methods for convex nondifferentiable minimization ⋮ An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems ⋮ A successive quadratic programming method for a class of constrained nonsmooth optimization problems ⋮ Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization ⋮ A bundle-filter method for nonsmooth convex constrained optimization ⋮ An adaptive competitive penalty method for nonsmooth constrained optimization ⋮ A filter-variable-metric method for nonsmooth convex constrained optimization ⋮ Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming
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