Nonlinear rescaling and proximal-like methods in convex optimization
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Publication:1363410
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
Recommendations
convergence propertiesconvex constrained optimizationnonlinear rescaling principleentropy-like proximal methodsexponential penalty-modified barrier functions methods
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Cited In (40)
- Lagrangian transformation and interior ellipsoid methods in convex optimization
- A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem
- A class of nonlinear Lagrangians for nonconvex second order cone programming
- Nonlinear rescaling vs. smoothing technique in convex optimization
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- Dual Space Preconditioning for Gradient Descent
- Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
- Decomposition for structured convex programs with smooth multiplier methods
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
- Scaling, proximity, and optimization of integrally convex functions
- Proximal point nonlinear rescaling method for convex optimization
- Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
- Modified barrier functions (theory and methods)
- Support vector machine via nonlinear rescaling method
- Exponential augmented Lagrangian methods for equilibrium problems
- Modified Lagrangian methods for separable optimization problems
- Regularized Lotka-Volterra dynamical system as continuous proximal-like method in optimization.
- Augmented Lagrangian applied to convex quadratic problems
- Nonlinear rescaling as interior quadratic prox method in convex optimization
- Second-order multiplier iteration based on a class of nonlinear Lagrangians
- Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization
- A simplified view of first order methods for optimization
- How to deal with the unbounded in optimization: Theory and algorithms
- Primal-dual nonlinear rescaling method for convex optimization
- Nonlinear rescaling method and self-concordant functions
- Dislocation hyperbolic kernel function
- The Newton modified barrier method for QP problems
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- A new family of penalties for augmented Lagrangian methods
- On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization
- Solving nonsmooth and discontinuous optimal power flow problems via interior-point \(\ell_p\)-penalty approach
- Nonlinear rescaling in discrete minimax
- Subgradient method with entropic projections for convex nondifferentiable minimization
- Solving large-scale reactive optimal power flow problems by a primal-dual \(\mathrm{M}^2\mathrm{BF}\) approach
- A nonlinear Lagrangian based on Fischer-Burmeister NCP function
- The Legendre Transformation in Modern Optimization
- An entire space polynomial-time algorithm for linear programming
- An exterior point polynomial-time algorithm for convex quadratic programming
- On Barrier and Modified Barrier Multigrid Methods for Three-Dimensional Topology Optimization
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