Proximal interior point approach in convex programming (ill-posed problems)*†

DOI10.1080/02331939908844430zbMath1111.90367OpenAlexW2064312570MaRDI QIDQ4265520

Alexander Kaplan, Rainer Tichatschke

Publication date: 22 September 1999

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939908844430

zbMATH Keywords

Convex OptimizationProximal Point Algorithmill-posed ProblemInterior Point Method

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

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Numerical treatment of an asset price model with non-stochastic uncertainty. (With comments and rejoinder). ⋮ Proximal interior point method for convex semi-infinite programming ⋮ An interior method for nonconvex semidefinite programs

Cites Work

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• Penalty-proximal methods in convex programming
• Penalization in non-classical convex programming via variational convergence
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Monotone Operators and the Proximal Point Algorithm
• Convex Analysis

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