A unifying polyhedral approxim ation framework for convex optimization

SIAM Journal on Optimization

Volumn 21, Issue 1, 2011, Pages 333-360

  Bertsekas, Dimitri P ^a   Yu, Huizhen ^b  

^a USA   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Convex optimization; Cutting plane; Monotropic programming; Polyhedral approximation; Simplicial decomposition

Indexed keywords

CLASSICAL METHODS; CONVERGENCE RESULTS; CUTTING PLANE; CUTTING PLANES; DECOMPOSITION METHODS; DUAL ALGORITHM; EXTENDED FORM; FENCHEL DUALITY; MONOTROPIC PROGRAMMING; NETWORK FLOW PROBLEMS; NON-DIFFERENTIABLE OPTIMIZATION; PIECEWISE LINEAR APPROXIMATIONS; POLYHEDRAL APPROXIMATION; SIMPLICIAL DECOMPOSITION; SYMMETRIC DUALITY;

APPROXIMATION ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; LINEARIZATION; OPTIMIZATION; PIECEWISE LINEAR TECHNIQUES;

CONVEX OPTIMIZATION;

EID: 79957443863     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/090772204     Document Type: Article

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