Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming

Many large-scale problems in dynamic and stochastic optimization can be modeled with extended linear-quadratic programming, which admits penalty terms and treats them through duality. In general, the objective functions in such problems are only piecewise smooth and must be minimized or maximized re...

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Vydané v:	SIAM journal on optimization Ročník 3; číslo 4; s. 751 - 783
Hlavní autori:	Zhu, Ciyou, Rockafellar, R. T.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.11.1993
Predmet:	Algorithms Applied mathematics Approximation Fines & penalties Linear equations Numerical analysis Optimization Quadratic programming
ISSN:	1052-6234, 1095-7189
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