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Title: Nonlinear Rescaling Method and Self-concordant Functions (English)
Author: Andrášik, Richard
Language: English
Journal: Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
ISSN: 0231-9721
Volume: 52
Issue: 2
Year: 2013
Pages: 5-19
Summary lang: English
Category: math
Summary: Nonlinear rescaling is a tool for solving large-scale nonlinear programming problems. The primal-dual nonlinear rescaling method was used to solve two quadratic programming problems with quadratic constraints. Based on the performance of primal-dual nonlinear rescaling method on testing problems, the conclusions about setting up the parameters are made. Next, the connection between nonlinear rescaling methods and self-concordant functions is discussed and modified logarithmic barrier function is recommended as a suitable nonlinear rescaling function. (English)
Keyword: convex optimization
Keyword: nonlinear rescaling method
Keyword: self-concordant functions
MSC: 46N10
MSC: 47N10
MSC: 65K05
MSC: 90C06
MSC: 90C30
idZBL: Zbl 06296010
idMR: MR3202375
Date available: 2013-12-18T15:19:02Z
Last updated: 2014-07-30
Stable URL:
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