Globally Convergent Algorithms for Convex Programming

DOI10.1287/moor.6.3.437zbMath0507.90072OpenAlexW2171444444MaRDI QIDQ4745623

Eric Rosenberg

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1287/moor.6.3.437

zbMATH Keywords

convergenceline searchexact penalty functioniterative improvementconvex approximating subproblemestimated solutionnon-differentiable objective and constraint functionssequential solution of subproblems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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