Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints

DOI10.1287/MOOR.22.2.326MaRDI QIDQ4346226zbMATH OpenOpenAlexFDO

Authors Krzysztof C. Kiwiel

Publication date 23 March 1998

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/bc7be0f6d043ca5aeef25ba97569c7fddf6504a8

zbMATH Keywords

dual coordinate ascent methodsentropy maximizationglobal convergencelarge-scale applications

Mathematics Subject Classification ID

Convex programming (90C25)

Recommendations

• Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
• Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
• Relaxation methods for strictly convex regularizations of piecewise linear programs
• Relaxation methods for problems with strictly convex separable costs and linear constraints
• On the convergence of the coordinate descent method for convex differentiable minimization

Cited in

(18)

• Relaxation methods for strictly convex regularizations of piecewise linear programs
• Generalized Bregman projections in convex feasibility problems
• Subgradient method with entropic projections for convex nondifferentiable minimization
• Learning in games with continuous action sets and unknown payoff functions
• Extragradient and extrapolation methods with generalized Bregman distances for saddle point problems
• Dykstras algorithm with bregman projections: A convergence proof
• Learning in games via reinforcement and regularization
• Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
• Proximal-type methods with generalized Bregman functions and applications to generalized fractional programming
• Relaxation methods for problems with strictly convex separable costs and linear constraints
• Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
• On the convergence of gradient-like flows with noisy gradient input
• Revisiting linearized Bregman iterations under Lipschitz-like convexity condition
• On the convergence of mirror descent beyond stochastic convex programming
• Bregman methods for large-scale optimization with applications in imaging
• Proximal bundle methods for generalized fractional programs with ratios of difference of convex functions
• Mirror frameworks for relatively Lipschitz and monotone-like variational inequalities
• On the nature of Bregman functions

This page was built for publication: Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4346226)