Nonlinear rescaling and proximal-like methods in convex optimization
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Cites work
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 679857 (Why is no real title available?)
- scientific article; zbMATH DE number 679870 (Why is no real title available?)
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- A dual approach to solving nonlinear programming problems by unconstrained optimization
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- Modified barrier functions (theory and methods)
- Monotone Operators and the Proximal Point Algorithm
- Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
- On implementation of the extended interior penalty function
- On the convergence of the exponential multiplier method for convex programming
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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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