Nonlinear Rescaling as Interior Quadratic Prox Method in Convex Optimization
نویسندگان
چکیده
منابع مشابه
Nonlinear Rescaling as Interior Quadratic Prox Method in Convex Optimization
A class Ψ of strictly concave and twice continuously differentiable functions ψ : R → R with particular properties is used for constraint transformation in the framework of a Nonlinear Rescaling (NR) method with “dynamic” scaling parameter updates. We show that the NR method is equivalent to the Interior Quadratic Prox method for the dual problem in a rescaled dual space. The equivalence is use...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2006
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-006-9759-0