Primal-Dual Nonlinear Rescaling Method for Convex Optimization
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DOI: 10.1023/B:JOTA.0000041733.24606.99
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References listed on IDEAS
- Roman Polyak, 2001. "Log-Sigmoid Multipliers Method in Constrained Optimization," Annals of Operations Research, Springer, vol. 101(1), pages 427-460, January.
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Cited by:
- Da Tian, 2014. "An entire space polynomial-time algorithm for linear programming," Journal of Global Optimization, Springer, vol. 58(1), pages 109-135, January.
- Liwei Zhang & Jian Gu & Xiantao Xiao, 2011. "A class of nonlinear Lagrangians for nonconvex second order cone programming," Computational Optimization and Applications, Springer, vol. 49(1), pages 61-99, May.
- Efsun Kürüm & Kasirga Yildirak & Gerhard-Wilhelm Weber, 2012. "A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(3), pages 529-557, September.
- Marielena Fonseca Tófoli & Edilaine Martins Soler & Antonio Roberto Balbo & Edméa Cássia Baptista & Leonardo Nepomuceno, 2020. "Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables," Annals of Operations Research, Springer, vol. 286(1), pages 243-263, March.
- M. Gonçalves & J. Melo & L. Prudente, 2015. "Augmented Lagrangian methods for nonlinear programming with possible infeasibility," Journal of Global Optimization, Springer, vol. 63(2), pages 297-318, October.
- Da Tian, 2015. "An exterior point polynomial-time algorithm for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 61(1), pages 51-78, May.
- Pinheiro, Ricardo B.N.M. & Lage, Guilherme G. & da Costa, Geraldo R.M., 2019. "A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1137-1153.
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Keywords
Nonlinear rescaling; duality; Lagrangian; primal-dual methods; multipliers methods;All these keywords.
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