On the convergence of the exponential multiplier method for convex programming
نویسندگان
چکیده
منابع مشابه
On the convergence of the exponential multiplier method for convex programming
In this paper, we analyze the exponential method of multipliers for convex constrained minimization problems, which operates like the usual Augmented Lagrangian method, except that it uses an exponential penalty function in place of the usual quadratic. We also analyze a dual counterpart, the entropy minimization algorithm, which operates like the proximal minimization algorithm, except that it...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1993
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01580598