메뉴 건너뛰기




Volumn 9, Issue 1, 1998, Pages 1-13

An interior proximal algorithm and the exponential multiplier method for semidefinite programming

Author keywords

Augmented Lagrangian multiplier methods; Exponential penalty; Proximal like methods; Semidefinite optimization

Indexed keywords


EID: 0032251602     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623496309405     Document Type: Article
Times cited : (23)

References (21)
  • 1
    • 0003169116 scopus 로고
    • Interior point methods in semidefinite programming with applications to combinatorial optimization
    • F. ALIZADEH, Interior point methods in semidefinite programming with applications to combinatorial optimization, SIAM J. Optim., 5 (1995), pp. 13-51.
    • (1995) SIAM J. Optim. , vol.5 , pp. 13-51
    • Alizadeh, F.1
  • 2
    • 0029207145 scopus 로고
    • An interior-proximal method for convex linearly constrained problems and its extension to variational inequalities
    • A. AUSLENDER AND M. HADDOU, An interior-proximal method for convex linearly constrained problems and its extension to variational inequalities, Math. Programming, 71 (1995),
    • (1995) Math. Programming , vol.71
    • Auslender, A.1    Haddou, M.2
  • 3
    • 21744459385 scopus 로고    scopus 로고
    • Legendre functions and the method of random Bregman projections
    • H. H. BAUSCHKE AND J. M. BORWEIN, Legendre functions and the method of random Bregman projections, J. Convex Anal., 4 (1997), pp. 27-67.
    • (1997) J. Convex Anal. , vol.4 , pp. 27-67
    • Bauschke, H.H.1    Borwein, J.M.2
  • 5
    • 0031531865 scopus 로고    scopus 로고
    • Penalty/barrier multiplier methods for convex programming problems
    • A. BEN-TAL AND M. ZIBULEVSKY, Penalty/barrier multiplier methods for convex programming problems, SIAM J. Optim., 7 (1997), pp. 347-366.
    • (1997) SIAM J. Optim. , vol.7 , pp. 347-366
    • Ben-Tal, A.1    Zibulevsky, M.2
  • 8
    • 0000433247 scopus 로고
    • Convergence analysis of a proximal-like minimization algorithm using Bregman functions
    • G. CHEN AND M TEBOULLE, Convergence analysis of a proximal-like minimization algorithm using Bregman functions, SIAM J. Optim., 3 (1993), pp. 538-543.
    • (1993) SIAM J. Optim. , vol.3 , pp. 538-543
    • Chen, G.1    Teboulle, M.2
  • 9
    • 0001702688 scopus 로고
    • Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming
    • J. ECKSTEIN, Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming, Math. Oper. Res., 18 (1993), pp. 202-226.
    • (1993) Math. Oper. Res. , vol.18 , pp. 202-226
    • Eckstein, J.1
  • 10
    • 0026123473 scopus 로고
    • On the convergence of the proximal point algorithm for convex minimization
    • O. GÜLER, On the convergence of the proximal point algorithm for convex minimization, SIAM J. Control Optim., 29 (1991), pp. 403-419.
    • (1991) SIAM J. Control Optim. , vol.29 , pp. 403-419
    • Güler, O.1
  • 12
    • 0000019392 scopus 로고
    • Convergence rate analysis of nonquadratic proximal methods for convex and linear programming
    • A. IUSEM AND M. TEBOULLE, Convergence rate analysis of nonquadratic proximal methods for convex and linear programming, Math. Oper. Res., 20 (1995), pp. 657-677.
    • (1995) Math. Oper. Res. , vol.20 , pp. 657-677
    • Iusem, A.1    Teboulle, M.2
  • 13
    • 0007113521 scopus 로고
    • About the convergence of the proximal method
    • D. Pallaschke, ed., Springer-Verlag, Berlin
    • B. LEMAIRE, About the convergence of the proximal method, in Advances in Optimization, Lecture Notes in Econom. and Math. Systems 382, D. Pallaschke, ed., Springer-Verlag, Berlin, 1992, pp. 39-51.
    • (1992) Advances in Optimization, Lecture Notes in Econom. and Math. Systems , vol.382 , pp. 39-51
    • Lemaire, B.1
  • 15
    • 0001725820 scopus 로고
    • Perturbation des méthodes d'optimisation. Applications
    • B. MARTINET, Perturbation des méthodes d'optimisation. Applications, RAIRO Anal. Numér., 12 (1978), pp. 153-171.
    • (1978) RAIRO Anal. Numér. , vol.12 , pp. 153-171
    • Martinet, B.1
  • 16
    • 34249830808 scopus 로고
    • Modified barrier functions (theory and methods)
    • R. A. POLYAK, Modified barrier functions (theory and methods), Math. Programming, 54 (1992), pp. 177-222.
    • (1992) Math. Programming , vol.54 , pp. 177-222
    • Polyak, R.A.1
  • 17
    • 0004267646 scopus 로고
    • Princeton University Press, Princeton, NJ
    • R. T. ROCKAFELLAR, Convex Analysis, Princeton University Press, Princeton, NJ, 1970.
    • (1970) Convex Analysis
    • Rockafellar, R.T.1
  • 18
    • 0016985417 scopus 로고
    • Monotone operators and the proximal point algorithm
    • R. T. ROCKAFELLAR, Monotone operators and the proximal point algorithm, SIAM J. Control Optim., 14 (1976), pp. 877-898.
    • (1976) SIAM J. Control Optim. , vol.14 , pp. 877-898
    • Rockafellar, R.T.1
  • 19
    • 0001286634 scopus 로고
    • Entropic proximal mappings with application to nonlinear programming
    • M. TEBOULLE, Entropic proximal mappings with application to nonlinear programming, Math. Oper. Res., 17 (1992), pp. 670-690.
    • (1992) Math. Oper. Res. , vol.17 , pp. 670-690
    • Teboulle, M.1
  • 20
    • 0027607344 scopus 로고
    • On the convergence of the exponential multiplier method for convex programming
    • P. TSENG AND D. BERTSEKAS, On the convergence of the exponential multiplier method for convex programming, Math. Programming, 60 (1993), pp. 1-19.
    • (1993) Math. Programming , vol.60 , pp. 1-19
    • Tseng, P.1    Bertsekas, D.2
  • 21
    • 0030106462 scopus 로고    scopus 로고
    • Semidefinite programming
    • L. VANDENBERGHE AND S. BOYD, Semidefinite programming, SIAM Rev., 38 (1996), pp. 49-95.
    • (1996) SIAM Rev. , vol.38 , pp. 49-95
    • Vandenberghe, L.1    Boyd, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.