Primal–dual exterior point method for convex optimization

DOI10.1080/10556780701363065zbMath1191.90039OpenAlexW1993452616MaRDI QIDQ5459822

Roman A. Polyak

Publication date: 29 April 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780701363065

zbMATH Keywords

dualitynonlinear rescalingquadratic convergence rateprimal-dual exterior point methodinterior quadratic prox

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (4)

A penalty-interior-point algorithm for nonlinear constrained optimization ⋮ An entire space polynomial-time algorithm for linear programming ⋮ An exterior point polynomial-time algorithm for convex quadratic programming ⋮ Lagrangian transformation and interior ellipsoid methods in convex optimization

Cites Work

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• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels
• Definite and Semidefinite Quadratic Forms
• Log-sigmoid multipliers method in constrained optimization

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