Path following in the exact penalty method of convex programming
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DOI: 10.1007/s10589-015-9732-x
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- Bennet Gebken & Katharina Bieker & Sebastian Peitz, 2023. "On the structure of regularization paths for piecewise differentiable regularization terms," Journal of Global Optimization, Springer, vol. 85(3), pages 709-741, March.
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More about this item
Keywords
Constrained convex optimization; Exact penalty; Geometric programming; Ordinary differential equation; Quadratically constrained quadratic programming; Regularization; Semidefinite programming; 65K05; 90C25;All these keywords.
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