A Moving Balls Approximation Method for a Class of Smooth Constrained Minimization Problems
DOI10.1137/090763317zbMATH Open1229.90085OpenAlexW2045740595MaRDI QIDQ3083329FDOQ3083329
Ron Shefi, Marc Teboulle, A. Auslender
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090763317
convergence ratevariational inequalitiessequential quadratic programming methods\texttt{CVXOPT}active set techniquesfeasible methodsoptimal gradient schemessmooth constrained minimization
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Numerical methods for variational inequalities and related problems (65K15)
Cited In (17)
- Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
- High-Order Optimization Methods for Fully Composite Problems
- A new low-cost feasible projection algorithm for pseudomonotone variational inequalities
- Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity
- A dual method for minimizing a nonsmooth objective over one smooth inequality constraint
- Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization
- A stochastic moving ball approximation method for smooth convex constrained minimization
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- Successive upper approximation methods for generalized fractional programs
- Feasible methods for nonconvex nonsmooth problems with applications in green communications
- Stochastic optimization over proximally smooth sets
- Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints
- Level constrained first order methods for function constrained optimization
- The multiproximal linearization method for convex composite problems
- A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results
- Variance reduced moving balls approximation method for smooth constrained minimization problems
- An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
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