KMS Of Academy of mathematics and systems sciences, CAS
| A Partial First-Order Affine-Scaling Method | |
| Gu, Ran; Yuan, Ya Xiang | |
| 2019 | |
| Source Publication | ACTA MATHEMATICA SINICA-ENGLISH SERIES
 |
| ISSN | 1439-8516 |
| Volume | 35Issue:1Pages:1-16 |
| Abstract | We present a partial first-order affine-scaling method for solving smooth optimization with linear inequality constraints. At each iteration, the algorithm considers a subset of the constraints to reduce the complexity. We prove the global convergence of the algorithm for general smooth objective functions, and show it converges at sublinear rate when the objective function is quadratic. Numerical experiments indicate that our algorithm is efficient. |
| Keyword | Linear inequality constraints affine scaling interior point |
| DOI | 10.1007/s10114-017-7097-z |
| Language | 英语 |
| Funding Project | NSFC[11331012] ; NSFC[11461161005] |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Applied ; Mathematics |
| WOS ID | WOS:000459927900001 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/33440 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Gu, Ran |
| Affiliation | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| Recommended Citation GB/T 7714 | Gu, Ran,Yuan, Ya Xiang. A Partial First-Order Affine-Scaling Method[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2019,35(1):1-16. |
| APA | Gu, Ran,&Yuan, Ya Xiang.(2019).A Partial First-Order Affine-Scaling Method.ACTA MATHEMATICA SINICA-ENGLISH SERIES,35(1),1-16. |
| MLA | Gu, Ran,et al."A Partial First-Order Affine-Scaling Method".ACTA MATHEMATICA SINICA-ENGLISH SERIES 35.1(2019):1-16. |
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