A Partial First-Order Affine-Scaling Method

doi:10.1007/s10114-017-7097-z

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	A Partial First-Order Affine-Scaling Method
	Gu, Ran; Yuan, Ya Xiang
	2019
发表期刊	ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN	1439-8516
卷号	35 期号:1 页码:1-16
摘要	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.
关键词	Linear inequality constraints affine scaling interior point
DOI	10.1007/s10114-017-7097-z
语种	英语
资助项目	NSFC[11331012] ; NSFC[11461161005]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000459927900001
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/33440
专题	中国科学院数学与系统科学研究院
通讯作者	Gu, Ran
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 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.