Linear programming with nonparametric penalty programs and iterated thresholding

DOI10.1080/10556788.2022.2117356MaRDI QIDQ5882227zbMATH OpenOpenAlexFDO

Authors Jeffery Kline, Glenn Fung

Publication date 15 March 2023

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

Full work available at URL https://doi.org/10.1080/10556788.2022.2117356

zbMATH Keywords

linear programmingquadratic programmingdualityfixed pointpenalty methodnonexpansive map

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Numerical methods involving duality (49M29)

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• scientific article; zbMATH DE number 977754
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Cites work

• scientific article; zbMATH DE number 5430994 (Why is no real title available?)
• scientific article; zbMATH DE number 977754 (Why is no real title available?)
• A Fixed Point Theorem for Asymptotically Nonexpansive Mappings
• A Fixed Point Theorem for Mappings which do not Increase Distances
• A Newton method for linear programming
• A lower bound for the controlling parameters of the exact penalty functions
• A primal-dual regularized interior-point method for convex quadratic programs
• An Exact Potential Method for Constrained Maxima
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• CVXPY: a Python-embedded modeling language for convex optimization
• Exact Regularization of Convex Programs
• Exact penalty functions in nonlinear programming
• Exactness conditions for a convex differentiable exterior penalty for linear programming
• Finite perturbation of convex programs
• NONEXPANSIVE NONLINEAR OPERATORS IN A BANACH SPACE
• Necessary and sufficient conditions for a penalty method to be exact
• Normal solutions of linear programs
• OSQP: an operator splitting solver for quadratic programs
• Piecewise-linear pathways to the optimal solution set in linear programming
• Projected Newton Methods for Optimization Problems with Simple Constraints
• Sufficiency of Exact Penalty Minimization
• Sufficient conditions for a globally exact penalty function without convexity
• Weak convergence of the sequence of successive approximations for nonexpansive mappings
• Weak convergence theorems for nonexpansive mappings in Banach spaces

Cited in

(1)

• A penalty approach to linear programs with many two-sided constraints

Describes a project that uses

Uses Software

• OSQP
• CVXPY
• ECOS
• NumPy
• Netlib
• CVXOPT
• Gurobi

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