Name
Abstract | ||
|---|---|---|
Abstract. In this paper we introduced and analyzed the Log-Sigmoid (LS) multipliers method,for con- strained optimization. The LS method,is to the recently developed,smoothing,technique as augmented Lagrangian to the penalty method,or modified barrier to classical barrier methods. At the same time the LS method has some specific properties, which make it substantially different from other nonquadratic augmented,Lagrangian techniques. We established convergence,of the LS type penalty method,under very mild assumptions,on the input data and estimated the rate of convergence,of the LS multipliers method,under the standard second order optimality condition for both exact and nonexact minimization. Some important properties of the dual function and the dual problem, which are based on the LS Lagrangian, were discovered and the primal–dual LS method was introduced. Keywords: log-sigmoid, multipliers method, duality, smoothing technique |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1023/A:1010938423538 | Annals OR |
Keywords | DocType | Volume |
smoothing technique,log-sigmoid,duality,multipliers method | Journal | 101 |
Issue | ISSN | Citations |
1-4 | 1572-9338 | 15 |
PageRank | References | Authors |
2.37 | 7 | 1 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Roman A. Polyak | 1 | 211 | 52.70 |