Primal-dual nonlinear rescaling method for convex optimization

DOI10.1023/B:JOTA.0000041733.24606.99zbMath1129.90339MaRDI QIDQ852150

Roman A. Polyak, Igor A. Griva

Publication date: 27 November 2006

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

duality; Lagrangian; primal-dual methods; nonlinear rescaling; multipliers methods

Mathematics Subject Classification ID

90C25: Convex programming

90C46: Optimality conditions and duality in mathematical programming

90C51: Interior-point methods

Related Items

Primal–dual exterior point method for convex optimization, Unified theory of augmented Lagrangian methods for constrained global optimization, Primal-dual nonlinear rescaling method for convex optimization, Nonlinear rescaling as interior quadratic prox method in convex optimization, Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones, A nonlinear Lagrangian based on Fischer-Burmeister NCP function, Support vector machine via nonlinear rescaling method, 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization, Primal-dual nonlinear rescaling method with dynamic scaling parameter update, A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM

Uses Software

• LIPSOL

Cites Work

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