Nonlinear rescaling and proximal-like methods in convex optimization

DOI10.1007/BF02614440zbMATH Open0882.90106OpenAlexW2050310885MaRDI QIDQ1363410FDOQ1363410

Authors Marc Teboulle, Roman A. Polyak 

Publication date 10 March 1998

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02614440

zbMATH Keywords

convergence propertiesconvex constrained optimizationnonlinear rescaling principleentropy-like proximal methodsexponential penalty-modified barrier functions methods

Mathematics Subject Classification ID

Convex programming (90C25)

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Cites work

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• Entropy-Like Proximal Methods in Convex Programming
• Modified barrier functions (theory and methods)
• Monotone Operators and the Proximal Point Algorithm
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• On implementation of the extended interior penalty function
• On the convergence of the exponential multiplier method for convex programming
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• The convergence of a modified barrier method for convex programming

Cited in

(40)

• Scaling, proximity, and optimization of integrally convex functions
• Dislocation hyperbolic kernel function
• Solving nonsmooth and discontinuous optimal power flow problems via interior-point \(\ell_p\)-penalty approach
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem
• Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization
• Modified barrier functions (theory and methods)
• An entire space polynomial-time algorithm for linear programming
• Nonlinear rescaling as interior quadratic prox method in convex optimization
• Subgradient method with entropic projections for convex nondifferentiable minimization
• Modified Lagrangian methods for separable optimization problems
• Solving large-scale reactive optimal power flow problems by a primal-dual \(\mathrm{M}^2\mathrm{BF}\) approach
• Decomposition for structured convex programs with smooth multiplier methods
• Proximal point nonlinear rescaling method for convex optimization
• Lagrangian transformation and interior ellipsoid methods in convex optimization
• Support vector machine via nonlinear rescaling method
• On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Regularized Lotka-Volterra dynamical system as continuous proximal-like method in optimization.
• A simplified view of first order methods for optimization
• Nonlinear rescaling vs. smoothing technique in convex optimization
• The Newton modified barrier method for QP problems
• A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
• The Legendre transformation in modern optimization
• How to deal with the unbounded in optimization: Theory and algorithms
• On barrier and modified barrier multigrid methods for three-dimensional topology optimization
• Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
• Exponential augmented Lagrangian methods for equilibrium problems
• Primal-dual nonlinear rescaling method for convex optimization
• Second-order multiplier iteration based on a class of nonlinear Lagrangians
• Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
• An exterior point polynomial-time algorithm for convex quadratic programming
• A new family of penalties for augmented Lagrangian methods
• Nonlinear rescaling in discrete minimax
• Dual space preconditioning for gradient descent
• A nonlinear Lagrangian based on Fischer-Burmeister NCP function
• 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
• Nonlinear rescaling method and self-concordant functions
• A class of nonlinear Lagrangians for nonconvex second order cone programming
• Augmented Lagrangian applied to convex quadratic problems

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