Path-following Methods for a Class of Constrained Minimization Problems in Function Space
نویسندگان
چکیده
منابع مشابه
Path-following Methods for a Class of Constrained Minimization Problems in Function Space
Path-following methods for primal-dual active set strategies requiring a regularization parameter are introduced. Existence of a path and its differentiability properties are analyzed. Monotonicity and convexity of the primal-dual path value function are investigated. Both feasible and infeasible approximations are considered. Numerical path following strategies are developed and their efficien...
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1 Department of Mathematics, Shanghai Normal University, Scientific Computing Key Laboratory of Shanghai Universities, Shanghai 200234, China 2Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung 80424, Taiwan 3Department of Mathematics, King Abdulaziz University, P.O. Box 80203, Jeddah 21589, Saudi Arabia 4Center for Fundamental Science, Kaohsiung Medical University, K...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2006
ISSN: 1052-6234,1095-7189
DOI: 10.1137/040611598