Convex Optimization by Radial Search

Ermoliev YM & Ruszczynski A (1995). Convex Optimization by Radial Search. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-036

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Abstract

A convex nonsmooth optimization problem is replaced by a sequence of line search problems along recursively updated rays. Convergence of the method is proved and applications to linear inequalities, constraint aggregation and saddle point seeking indicated.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Optimization under Uncertainty (OPT)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:06
Last Modified: 07 Aug 2016 18:18
URI: http://pure.iiasa.ac.at/4556

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