A moving balls approximation method for a class of smooth constrained minimization problems

DOI10.1137/090763317MaRDI QIDQ3083329zbMATH OpenOpenAlexFDO

Authors A. Auslender, Ron Shefi, Marc Teboulle

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

zbMATH Keywords

convergence ratevariational inequalitiessequential quadratic programming methods\texttt{CVXOPT}active set techniquesfeasible methodsoptimal gradient schemessmooth constrained minimization

Mathematics Subject Classification ID

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)

Recommendations

• A stochastic moving balls approximation method over a smooth inequality constraint
• scientific article; zbMATH DE number 1694912
• A CONVEX APPROXIMATION METHOD FOR LARGE SCALE LINEAR INEQUALITY CONSTRAINED MINIMIZATION
• scientific article; zbMATH DE number 169307
• A moving asymptotes algorithm using new local convex approximation methods with explicit solutions

Cited in

(18)

• Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
• A new low-cost feasible projection algorithm for pseudomonotone variational inequalities
• A stochastic moving balls approximation method over a smooth inequality constraint
• A dual method for minimizing a nonsmooth objective over one smooth inequality constraint
• High-order optimization methods for fully composite problems
• Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
• A stochastic moving ball approximation method for smooth convex constrained minimization
• Successive upper approximation methods for generalized fractional programs
• Feasible methods for nonconvex nonsmooth problems with applications in green communications
• Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
• Stochastic optimization over proximally smooth sets
• Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints
• 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
• Level constrained first order methods for function constrained optimization
• An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
• Variance reduced moving balls approximation method for smooth constrained minimization problems
• Analysis and algorithms for some compressed sensing models based on L1/L2 minimization

Describes a project that uses

Uses Software

• CVXOPT

This page was built for publication: A moving balls approximation method for a class of smooth constrained minimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3083329)