Title:
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Computing minimum norm solution of a specific constrained convex nonlinear problem (English) |
Author:
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Ketabchi, Saeed |
Author:
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Moosaei, Hossein |
Language:
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English |
Journal:
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Kybernetika |
ISSN:
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0023-5954 |
Volume:
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48 |
Issue:
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1 |
Year:
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2012 |
Pages:
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123-129 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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The characterization of the solution set of a convex constrained problem is a well-known attempt. In this paper, we focus on the minimum norm solution of a specific constrained convex nonlinear problem and reformulate this problem as an unconstrained minimization problem by using the alternative theorem.The objective function of this problem is piecewise quadratic, convex, and once differentiable. To minimize this function, we will provide a new Newton-type method with global convergence properties. (English) |
Keyword:
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solution set of convex problems |
Keyword:
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alternative theorems |
Keyword:
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minimum norm solution |
Keyword:
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residual vector |
MSC:
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90C05 |
MSC:
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90C51 |
idZBL:
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Zbl 1244.90181 |
idMR:
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MR2932931 |
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Date available:
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2012-03-05T08:34:20Z |
Last updated:
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2013-09-22 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/142066 |
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Reference:
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Reference:
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[2] Yu. G. Evtushenko, A. I. Golikov: New perspective on the theorems of alternative..In: High Performance Algorithms and Software for Nonlinear Optimization, Kluwer Academic Publishers B.V., 2003, pp. 227-241. Zbl 1044.90088, MR 2040365 |
Reference:
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[3] A. I. Golikov, Yu. G. Evtushenko: Theorems of the alternative and their applications in numerical methods..Comput. Math. and Math. Phys. 43 (2003), 338-358. MR 1993755 |
Reference:
|
[4] C. Kanzow, H. Qi, L. Qi: On the minimum norm solution of linear programs..J. Optim. Theory Appl. 116 (2003), 333-345. Zbl 1043.90046, MR 1967673, 10.1023/A:1022457904979 |
Reference:
|
[5] S. Ketabchi, E. Ansari-Piri: On the solution set of convex problems and its numerical application..J. Comput. Appl. Math. 206 (2007), 288-292. Zbl 1131.90042, MR 2337444, 10.1016/j.cam.2006.07.004 |
Reference:
|
[6] O. L. Magasarian: A simple characterization of solution sets of convex programs..Oper. Res. Lett. 7 (1988), 21-26. MR 0936347, 10.1016/0167-6377(88)90047-8 |
Reference:
|
[7] O. L. Magasarian: A Newton method for linear programming..J. Optim. Theory Appl. 121 (2004), 1-18. MR 2062967, 10.1023/B:JOTA.0000026128.34294.77 |
Reference:
|
[8] O. L. Magasarian: A finite Newton method for classification..Optim. Meth. Software 17 (2002), 913-930. MR 1953825, 10.1080/1055678021000028375 |
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