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Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès libre |
Publication date | 2019 |
Language | Anglais |
Journal information | "Optimization Methods and Software" - Vol. 34, no. 2, p. 305-335 (2019) |
Peer reviewed | yes |
Publisher | Informa UK Limited |
issn | 1055-6788 |
e-issn | 1029-4937 |
Publication status | Publié |
Affiliations |
UCL
- SST/ICTM/INMA - Pôle en ingénierie mathématique UCL - SSH/LIDAM/CORE - Center for operations research and econometrics |
Keywords | Software ; Control and Optimization ; Applied Mathematics ; conic convex problems ; smooth (augmented) dual functions ; penalty functions ; (augmented) dual first-order methods ; penalty fast gradient methods ; approximate primal solution ; overall computational complexity |
Links |
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Bibliographic reference | Necoara, I. ; Patrascu, A. ; Glineur, François. Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming. In: Optimization Methods and Software, Vol. 34, no. 2, p. 305-335 (2019) |
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Permanent URL | http://hdl.handle.net/2078.1/195726 |