Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming

DOI10.1287/MOOR.22.1.43zbMATH Open0872.90067OpenAlexW2011243226MaRDI QIDQ4339372FDOQ4339372

Authors: A. Auslender, Mounir Haddou, Roberto Cominetti 

Publication date: 26 October 1997

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.22.1.43

Recommendations

• Asymptotic Analysis for Penalty and Barrier Methods in Variational Inequalities
• Asymptotic analysis of a path-following barrier method for linearly constrained convex problems^*
• Penalty and barrier methods for convex semidefinite programming
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• Analysis of the convergence of a class of barrier projection methods for linear programming problems
• Asymptotic analysis of the exponential penalty trajectory in linear programming
• Asymptotic properties of penalized objective functions in regular mathematical programming problems
• scientific article; zbMATH DE number 823376
• Asymptotic expansion of penalty-gradient flows in linear programming
• Penalty and Barrier Methods: A Unified Framework

zbMATH Keywords

penalty and barrier methodsexistence of primal and dual optimal paths

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

Cited In (53)

• Lp approximation of variational problems in L1 and L∞
• Dual convergence for penalty algorithms in convex programming
• Title not available (Why is that?)
• Global convergence of a class of smooth penalty methods for semi-infinite programming
• A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems
• Monotonicity of equilibria in nonatomic congestion games
• On the convergence of a smooth penalty algorithm without computing global solutions
• A class of nonlinear Lagrangians for nonconvex second order cone programming
• A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM
• Enhanced computation of the proximity operator for perspective functions
• Embedding equality constraints of optimization problems into a quantum annealer
• Lagrangian regularization approach to constrained optimization problems
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Simulated annealing with asymptotic convergence for nonlinear constrained optimization
• Analysis of the convergence of a class of barrier projection methods for linear programming problems
• Modified Lagrangian methods for separable optimization problems
• Asymptotic expansion of penalty-gradient flows in linear programming
• Asymptotic Analysis for Penalty and Barrier Methods in Variational Inequalities
• A geometric framework for nonconvex optimization duality using augmented Lagrangian functions
• Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
• Penalty functions with a small penalty parameter
• Nonlinear rescaling as interior quadratic prox method in convex optimization
• Primal–dual exterior point method for convex optimization
• Second-order multiplier iteration based on a class of nonlinear Lagrangians
• Penalty and barrier methods for convex semidefinite programming
• Dual space preconditioning for gradient descent
• Strict quasi-concavity and the differential barrier property of gauges in linear programming
• An approximate penalty method with descent for convex optimization problems
• How to deal with the unbounded in optimization: Theory and algorithms
• On the convergence of mirror descent beyond stochastic convex programming
• Strict convex regularizations, proximal points and augmented lagrangians
• The Legendre transformation in modern optimization
• On the central paths in symmetric cone programming
• Asymptotic analysis of the exponential penalty trajectory in linear programming
• Penalty/barrier path-following in linearly constrained optimization
• Examples of ill-behaved central paths in convex optimization
• On smoothing exact penalty functions for nonlinear constrained optimization problems
• Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications
• Calmness of partially perturbed linear systems with an application to the central path
• Interior penalty functions and duality in linear programming
• Global convergence of a class new smooth penalty algorithm for constrained optimization problem
• On some properties and an application of the logarithmic barrier method
• A nonlinear Lagrangian based on Fischer-Burmeister NCP function
• Smoothing methods for nonlinear complementarity problems
• Penalty and Barrier Methods: A Unified Framework
• Smoothing approximation to \(l_1\) exact penalty function for inequality constrained optimization
• Hybrid extragradient proximal algorithm coupled with parametric approximation and penalty/barrier methods
• General primal-dual penalty/barrier path-following Newton methods for nonlinear programming
• On a smoothed penalty-based algorithm for global optimization
• Optimal planning of a multi-station system with sojourn time constraints
• Global convergence and finite termination of a class of smooth penalty function algorithms
• Characterizations of the nonemptiness and compactness for solution sets of convex set-valued optimization problems

This page was built for publication: Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4339372)