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Ermoliev, Y.M. & 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: | 27 Aug 2021 17:15 |
| URI: | https://pure.iiasa.ac.at/4556 |
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