A numerically stable dual method for solving strictly convex 热度: 相关推荐 1983 A method for solving a convex programming problem with convergence rate O(1k 2),1983 A method for solving a convex programming proble
A New Method for Solving a Set of Linear (Convex) Inequalities and its Applications for Identification and Optimization - Sonnevend - 1985 () Citation Context ...ined as: AE(d) : minfp(x) : Ax = b; x ? 0g: Structurally, the program AE(d) is closely related to the central ...
Note that a proximal point update involves solving a possibly expensive optimization problem. As an alternative to proximal point-type methods, Solodov [7] proposed the iterative regularized projected gradient (IR-PG) method, where only a projected gradient step is taken at each iterationt. Solodov...
This fact, under a suitable condition, leads to an equivalence between the simplicial cone constrained convex quadratic programming problem and the one of finding the unique solution of a nonsmooth system of equations. It is shown that a semi-smooth Newton method applied to this nonsmooth system ...
In such cases, the subproblems must be solved sequentially using the alternating directions method of multipliers (ADMM) approach [10]. However, the main challenge of dual decomposition approach is that, relaxing the non-anticipativity constraints may impede real-time closed-loop implementation. In ...
1983 A method for solving a convex programming problem with convergence rate O(1k 2) Network Equilibrium Analysis-mathematical programming model nullCorrelation analysis of non-probabilistic convex model and corresponding structural reliability technique (计算机图形学)lecture2Computational Geometry 2D...
NLPQL is a FORTRAN implementation of a sequential quadratic programming method for solving nonlinearly constrained optimization problems with differentiabl
problem.solve(method='dccp')applies the CCP heuristic, and returns the value of the cost function, the maximum value of the slack variables, and the value of each variable. Additional arguments can be used to specify the parameters.
modified Lagrange functionmodified Mond-Weir vector dual problemPareto optimal solutionA new method is used for solving nonlinear multiobjective fractional ... T Antczak - 《Journal of Mathematical Analysis & Applications》 被引量: 23发表: 2006年 Extension of the Mortar Finite Element Method to a ...
A quasi-Newtonian method for solving equality constrained convex quadratic programming problems is presented. By using the argument Lagrange function to convert the constrained programming problem to the unconstrained programming, step-length is determined by Armijo's rule.A quasi-Newtonian method is used...