A proximal-projection bundle method for Lagrangian relaxation, including semidefinite programming

SIAM Journal on Optimization

Volumn 17, Issue 4, 2006, Pages 1015-1034

  Kiwiel, Krzysztof C ^a  

^a SYSTEMS RESEARCH INSTITUTE   (Poland)

Author keywords

Convex programming; Lagrangian relaxation; Nondifferentiable optimization; Proximal bundle methods; Semidefinite programming

Indexed keywords

ASYMPTOTIC ANALYSIS; CONSTRAINT THEORY; GRADIENT METHODS; PROBLEM SOLVING; SET THEORY;

CONVEX PROGRAMS; LAGRANGIAN RELAXATION,; PROJECTION BUNDLE METHOD; SEMIDEFINITE PROGRAMMING;

COMPUTER PROGRAMMING;

EID: 36248932658     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/050639284     Document Type: Article

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