Displaying similar documents to “Nonlinear Rescaling Method and Self-concordant Functions”

Large-scale nonlinear programming algorithm using projection methods

Paweł Białoń (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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A method for solving large convex optimization problems is presented. Such problems usually contain a big linear part and only a small or medium nonlinear part. The parts are tackled using two specialized (and thus efficient) external solvers: purely nonlinear and large-scale linear with a quadratic goal function. The decomposition uses an alteration of projection methods. The construction of the method is based on the zigzagging phenomenon and yields a non-asymptotic convergence, not...

Nonsmooth equation method for nonlinear nonconvex optimization

Lukšan, Ladislav, Matonoha, Ctirad, Vlček, Jan

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The contribution deals with the description of two nonsmooth equation methods for inequality constrained mathematical programming problems. Three algorithms are presented and their efficiency is demonstrated by numerical experiments.

Reformulations in Mathematical Programming: Definitions and Systematics

Leo Liberti (2009)

RAIRO - Operations Research

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A reformulation of a mathematical program is a formulation which shares some properties with, but is in some sense better than, the original program. Reformulations are important with respect to the choice and efficiency of the solution algorithms; furthermore, it is desirable that reformulations can be carried out automatically. Reformulation techniques are widespread in mathematical programming but interestingly they have never been studied under a unified framework. This paper attempts...