Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming
From MaRDI portal
Publication:2817246
DOI10.1080/02331934.2016.1193863zbMath1396.90059MaRDI QIDQ2817246
Publication date: 29 August 2016
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2016.1193863
bundle methods; proximal method; variable metric; Euclidean Jordan algebra; symmetric cone programming
90C25: Convex programming
Cites Work
- Unnamed Item
- Unnamed Item
- Composite proximal bundle method
- Improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization
- Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
- A full-Newton step interior-point algorithm for symmetric cone convex quadratic optimization
- Some P-properties for linear transformations on Euclidean Jordan algebras
- A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization
- A constraint linearization method for nondifferentiable convex minimization
- Applications of second-order cone programming
- Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
- A bundle Bregman proximal method for convex nondifferentiable minimization
- Proximal minimization algorithm with \(D\)-functions
- Convergence of some algorithms for convex minimization
- Variable metric bundle methods: From conceptual to implementable forms
- Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
- Euclidean Jordan algebras and interior-point algorithms
- Extension of primal-dual interior point algorithms to symmetric cones
- Second-order cone programming
- A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization
- Jordan-algebraic aspects of nonconvex optimization over symmetric cones
- Research Article: On Extending Primal-Dual Interior-Point Method for Linear Optimization to Convex Quadratic Symmetric Cone Optimization
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
- Interior proximal algorithm with variable metric for second-order cone programming: applications to structural optimization and support vector machines
- The Cutting-Plane Method for Solving Convex Programs
- A method for weighted projections to the positive definite cone
- Monotone Operators and the Proximal Point Algorithm
- Perturbation des méthodes d'optimisation. Applications
- A Nonlinear Analytic Center Cutting Plane Method for a Class of Convex Programming Problems
- Generalized Bundle Methods
- Multiplicative Interior Gradient Methods for Minimization over the Nonnegative Orthant
- Semidefinite Programming
- An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
- An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
- An Interior‐Point Trust‐Region Algorithm for General Symmetric Cone Programming
- Interior Gradient and Proximal Methods for Convex and Conic Optimization
- Proximité et dualité dans un espace hilbertien
- Interior Gradient and Epsilon-Subgradient Descent Methods for Constrained Convex Minimization