A Partial First-Order Affine-Scaling Method
文献类型：期刊论文
| 作者 | Gu, Ran; Yuan, Ya Xiang |
| 刊名 | ACTA MATHEMATICA SINICA-ENGLISH SERIES
 |
| 出版日期 | 2019 |
| 卷号 | 35期号:1页码:1-16 |
| 关键词 | Linear inequality constraints affine scaling interior point |
| ISSN号 | 1439-8516 |
| DOI | 10.1007/s10114-017-7097-z |
| 英文摘要 | We present a partial first-order affine-scaling method for solving smooth optimization with linear inequality constraints. At each iteration, the algorithm considers a subset of the constraints to reduce the complexity. We prove the global convergence of the algorithm for general smooth objective functions, and show it converges at sublinear rate when the objective function is quadratic. Numerical experiments indicate that our algorithm is efficient. |
| 资助项目 | NSFC[11331012] ; NSFC[11461161005] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000459927900001 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/33440]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Gu, Ran |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Gu, Ran,Yuan, Ya Xiang. A Partial First-Order Affine-Scaling Method[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2019,35(1):1-16. |
| APA | Gu, Ran,&Yuan, Ya Xiang.(2019).A Partial First-Order Affine-Scaling Method.ACTA MATHEMATICA SINICA-ENGLISH SERIES,35(1),1-16. |
| MLA | Gu, Ran,et al."A Partial First-Order Affine-Scaling Method".ACTA MATHEMATICA SINICA-ENGLISH SERIES 35.1(2019):1-16. |
入库方式： OAI收割
来源：数学与系统科学研究院
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