Convex Optimization by Radial Search

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


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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: 27 Aug 2021 17:15

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