Browsing by Subject "Variable metric"
Now showing items 1-2 of 2
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(Taylor & Francis, 2009-10)In this work, we propose an inexact interior proximal-type algorithm for solving convex second-order cone programs. This kind of problem consists of minimizing a convex function (possibly nonsmooth) over the intersection ...
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(Taylor & Francis, 2016)This paper is devoted to the study of a bundle proximal-type algorithm for solving the problem of minimizing a nonsmooth closed proper convex function subject to symmetric cone constraints, which include the positive orthant ...