 visitant ::
identificació
|
|||||||||||||||
|
Cerca | Lliura | Ajuda | Servei de Biblioteques | Sobre el DDD | Català English Español | |||||||||
| Pàgina inicial > Articles > Articles publicats > Separating plane algorithms for convex optimization |
| 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. . |
| Drets: | Tots els drets reservats.  |
| Llengua: | Anglès |
| Document: | Article ; recerca ; Versió publicada |
| Matèria: | Convex optimization ; Separating plane algorithms |
| Publicat a: | Mathematical Programming, vol. 76 n. 3 (1997) p. 373-391, ISSN 0025-5610 |
 Accés restringit a la UAB |
