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Separating plane algorithms for convex optimization
Nurminski, Evgeni A.

Data: 1997
Resum: The equivalent formulation of a convex optimization problem is the computation of a value of a conjugate function at the origin. The latter can be achieved by approximation of the epigraph of the conjugate function around the origin and gradual refinement of the approximation. This yields a generic algorithm of convex optimization which transforms into some well-known techniques when certain strategies of approximation are employed. It also suggests new algorithmic approaches with promising computational experience and provides a uniform treatment of constrained and unconstrained optimization. .
Llengua: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Matèria: Convex optimization ; Separating plane algorithms
Publicat a: Mathematical Programming, vol. 76 n. 3 (1997) p. 373-391, ISSN 0025-5610

19 p, 774.0 KB
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