Method of reduction in convex programming

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Method of Reduction in Convex Programming 1

We present an algorithm which solves a convex program with faithfully convex (not necessarily differentiable) constraints. While finding a feasible starting point, the algorithm reduces the program to an equivalent program for which Slater's condition is satisfied. Included are algorithms for calculating various objects which have recently appeared in the literature. Stability of the algorithm ...

متن کامل

Facial reduction in partially finite convex programming

We consider the problem of minimizing an extended-valued convex function on a locally convex space subject to a finite number of linear (in)equalities. When the standard constraint qualification fails a reduction technique is needed to derive necessary optimality conditions. Facial reduction is usually applied in the range of the constraints. In this paper it is applied in the domain space, thu...

متن کامل

Adaptive constraint reduction for convex quadratic programming

We propose an adaptive, constraint-reduced, primal-dual interior-point algorithm for convex quadratic programming with many more inequality constraints than variables. We reduce the computational effort by assembling, instead of the exact normal-equation matrix, an approximate matrix from a well chosen index set which includes indices of constraints that seem to be most critical. Starting with ...

متن کامل

A potential reduction method for a class of smooth convex programming problems

In this paper we propose a potential reduction method for smooth convex programming. It is assumed that the objective and constraint functions ful l the socalled Relative Lipschitz Condition, with Lipschitz constant M > 0. The great advantage of this method, above the existing path{following methods, is that it allows linesearches. In our method we do linesearches along the Newton direction wit...

متن کامل

An adaptive barrier method for convex programming

This paper presents a new barrier method for convex programming. The method involves an optimization transfer principle. Instead of minimizing the objective function f(x) directly, one minimizes the amended function f(x)− μ P i x i lnxi to produce the next iterate x n+1 from the current iterate x. If the feasible region is contained in the unit simplex, then this strategy forces a decrease in f...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Optimization Theory and Applications

سال: 1983

ISSN: 0022-3239,1573-2878

DOI: 10.1007/bf00933505