Name
Title | ||
|---|---|---|
Trust region affine scaling algorithms for linearly constrained convex and concave programs |
Abstract | ||
|---|---|---|
We study a trust region affine scaling algorithm for solving the linearly constrained convex or concave programming problem. Under primal nondegeneracy assumption, we prove that every accumulation point of the sequence generated by the algorithm satisfies the first order necessary condition for optimality of the problem. For a special class of convex or concave functions satisfying a certain invariance condition on their Hessians, it is shown that the sequences of iterates and objective function values generated by the algorithm convergeR-linearly andQ-linearly, respectively. Moreover, under primal nondegeneracy and for this class of objective functions, it is shown that the limit point of the sequence of iterates satisfies the first and second order necessary conditions for optimality of the problem. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V. |
Year | DOI | Venue |
|---|---|---|
1998 | 10.1007/BF01581170 | Math. Program. |
Keywords | Field | DocType |
Linearly constrained problem, Affine scaling algorithm, Trust region method, Interior point method | Trust region,Discrete mathematics,Mathematical optimization,Concave function,Algorithm,Regular polygon,Logarithmically concave function,Limit point,Iterated function,Convex optimization,Interior point method,Mathematics | Journal |
Volume | Issue | ISSN |
80 | 3 | 1436-4646 |
Citations | PageRank | References |
8 | 3.37 | 21 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Renato D.C. Monteiro | 1 | 271 | 57.90 |
| Yanhui Wang | 2 | 8 | 3.37 |