Path-following Methods for a Class of Constrained Minimization Problems in Function Space
نویسندگان
چکیده
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 efficiency is demonstrated by means of examples.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 17 شماره
صفحات -
تاریخ انتشار 2006