Combined Primal–Dual and Penalty Methods for Convex Programming

1976 ◽  
Vol 14 (2) ◽  
pp. 268-294 ◽  
Author(s):  
Barry W. Kort ◽  
Dimitri P. Bertsekas
Keyword(s):  
Convex Programming ◽  
Penalty Methods ◽  
Primal Dual

A penalty method for nonlinear programming

2019 ◽  
Vol 53 (1) ◽  
pp. 29-38
Author(s):  
Larbi Bachir Cherif ◽  
Bachir Merikhi
Keyword(s):  
Nonlinear Programming ◽  
Convex Programming ◽  
Penalty Method ◽  
Line Search ◽  
Penalty Methods ◽  
Descent Direction ◽  
Type Method ◽  
Numerical Tests ◽  
Line Searches ◽  
Majorant Function

This paper presents a variant of logarithmic penalty methods for nonlinear convex programming. If the descent direction is obtained through a classical Newton-type method, the line search is done on a majorant function. Numerical tests show the efficiency of this approach versus classical line searches.

A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming

2005 ◽  
Vol 104 (1) ◽  
pp. 153-177 ◽  
Author(s):  
Arjan Berkelaar ◽  
Joaquim A. S. Gromicho ◽  
Roy Kouwenberg ◽  
Shuzhong Zhang
Keyword(s):  
Convex Programming ◽  
Decomposition Algorithm ◽  
Dual Decomposition ◽  
Primal Dual

Primal-dual row-action method for convex programming

1995 ◽  
Vol 86 (1) ◽  
pp. 73-112 ◽  
Author(s):  
A. N. Iusem ◽  
B. F. Svaiter
Keyword(s):  
Convex Programming ◽  
Primal Dual
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