| 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:
|
http://hdl.handle.net/10338.dmlcz/143533 |
| . |
| Reference:
|
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|
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| . |
