Rescaled proximal methods for linearly constrained convex problems
نویسندگان
چکیده
منابع مشابه
Rescaled proximal methods for linearly constrained convex problems
We present an inexact interior point proximal method to solve linearly constrained convex problems. In fact, we derive a primal-dual algorithm to solve the KKT conditions of the optimization problem using a modified version of the rescaled proximal method. We also present a pure primal method. The proposed proximal method has as distinctive feature the possibility of allowing inexact inner step...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 2007
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro:2007032