An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
From MaRDI portal
Publication:5186649
DOI10.1093/imanum/5.1.111zbMath0561.65042OpenAlexW2069259512MaRDI QIDQ5186649
Publication date: 1985
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/5.1.111
Related Items
Penalty-proximal methods in convex programming, Survey of Bundle Methods for Nonsmooth Optimization, A constraint linearization method for nondifferentiable convex minimization, A variable metric method for nonsmooth convex constrained optimization, An algorithm for calculating one subgradient of a convex function of two variables, Limited memory interior point bundle method for large inequality constrained nonsmooth minimization, A New Sequential Optimality Condition for Constrained Nonsmooth Optimization, A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information, Proximity control in bundle methods for convex nondifferentiable minimization, An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems, A successive quadratic programming method for a class of constrained nonsmooth optimization problems, Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization, A bundle-filter method for nonsmooth convex constrained optimization, An adaptive competitive penalty method for nonsmooth constrained optimization, A filter-variable-metric method for nonsmooth convex constrained optimization, Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming