AN INTERIOR-PROXIMAL METHOD FOR CONVEX LINEARLY CONSTRAINED PROBLEMS AND ITS EXTENSION TO VARIATIONAL-INEQUALITIES

Authors
AUSLENDER A HADDOU M
Citation
A. Auslender et M. Haddou, AN INTERIOR-PROXIMAL METHOD FOR CONVEX LINEARLY CONSTRAINED PROBLEMS AND ITS EXTENSION TO VARIATIONAL-INEQUALITIES, Mathematical programming, 71(1), 1995, pp. 77-100
Citations number
29
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
71
Issue
1
Year of publication
1995
Pages
77 - 100
Database
ISI
SICI code
0025-5610(1995)71:1<77:AIMFCL>2.0.ZU;2-X
Abstract
In this paper, an entropy-like proximal method for the minimization of a convex function subject to positivity constraints is extended to an interior algorithm in two directions. First, to general linearly cons trained convex minimization problems and second, to variational inequa lities on polyhedra. For linear programming, numerical results are pre sented and quadratic convergence is established.