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| Home > Articles > Published articles > Separating plane algorithms for convex optimization |
| Date: | 1997 |
| Abstract: | 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. . |
| Rights: | Tots els drets reservats.  |
| Language: | Anglès |
| Document: | Article ; recerca ; Versió publicada |
| Subject: | Convex optimization ; Separating plane algorithms |
| Published in: | Mathematical Programming, vol. 76 n. 3 (1997) p. 373-391, ISSN 0025-5610 |
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