A first-order smoothing technique for a class of large-scale linear programs

DOI10.1137/110854400MaRDI QIDQ3192093zbMATH OpenOpenAlexFDO

Authors Jieqiu Chen, Samuel Burer

Publication date 26 September 2014

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/110854400

zbMATH Keywords

excessive-gap techniquelarge-scale linear programmingmachine learningNewton methodnonsmooth optimizationnumerical examplessubgradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

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Cited in

(5)

• Successive linearization methods for large-scale nonlinear programming problems
• Improved smoothing-type methods for the solution of linear programs
• Smoothing and first order methods: a unified framework
• OSGA: a fast subgradient algorithm with optimal complexity
• Adaptive smoothing algorithms for nonsmooth composite convex minimization

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