Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems

DOI10.1080/10556788.2021.2023523MaRDI QIDQ5058382zbMATH OpenOpenAlexFDO

Authors Kees Roos

Publication date 20 December 2022

Published in Optimization Methods \& Software (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/10556788.2021.2023523

zbMATH Keywords

Chubanov's methodhomogeneouslinear optimizationMirror-Prox method

Mathematics Subject Classification ID

Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Minimax problems in mathematical programming (90C47)

Recommendations

• An improved version of Chubanov's method for solving a homogeneous feasibility problem
• On Chubanov's method for solving a homogeneous inequality system
• On Chubanov's Method for Linear Programming
• Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
• Reflection-projection method for convex feasibility problems with an obtuse cone
• A Cholesky dual method for proximal piecewise linear programming
• Mirror-Descent Methods in Mixed-Integer Convex Optimization
• The combination projection method for solving convex feasibility problems
• scientific article; zbMATH DE number 2227334
• A version of the mirror descent method to solve variational inequalities

Cites work

• A polynomial projection algorithm for linear feasibility problems
• An improved version of Chubanov's method for solving a homogeneous feasibility problem
• An O(n) algorithm for quadratic knapsack problems
• Computational performance of a projection and rescaling algorithm
• Encyclopedia of optimization. In 6 vols.
• scientific article; zbMATH DE number 3644821 (Why is no real title available?)
• scientific article; zbMATH DE number 1489799 (Why is no real title available?)
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• On Chubanov's method for solving a homogeneous inequality system
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

Cited in

(4)

• An extension of Chubanov's algorithm to symmetric cones
• On Chubanov's method for solving a homogeneous inequality system
• An improved version of Chubanov's method for solving a homogeneous feasibility problem
• A new extension of Chubanov's method to symmetric cones

Describes a project that uses

Uses Software

• Mosek
• Gurobi

This page was built for publication: Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5058382)