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Inexact penalty decomposition methods for optimization problems with geometric constraints

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Bibliographic Details
Main Authors: Christian, Kanzow, Matteo, Lapucci
Format: Book
Language:English
Published: Springer 2023
Subjects:
decomposition scheme
geometric constraints
Online Access:https://link.springer.com/article/10.1007/s10589-023-00475-2
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7551
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spelling oai:localhost:PNK-75512023-04-05T04:15:03Z Inexact penalty decomposition methods for optimization problems with geometric constraints Christian, Kanzow Matteo, Lapucci decomposition scheme geometric constraints CC BY This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints are nonconvex and complicated, like cardinality constraints, disjunctive programs, or matrix problems involving rank constraints. By a variable duplication and decomposition strategy, the method presented here explicitly handles these difficult constraints, thus generating iterates which are feasible with respect to them, while the remaining (standard and supposingly simple) constraints are tackled by sequential penalization. Inexact optimization steps are proven sufficient for the resulting algorithm to work, so that it is employable even with difficult objective functions. 2023-04-05T04:15:03Z 2023-04-05T04:15:03Z 2023 Book https://link.springer.com/article/10.1007/s10589-023-00475-2 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7551 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic decomposition scheme
geometric constraints
spellingShingle decomposition scheme
geometric constraints
Christian, Kanzow
Matteo, Lapucci
Inexact penalty decomposition methods for optimization problems with geometric constraints
description CC BY
format Book
author Christian, Kanzow
Matteo, Lapucci
author_facet Christian, Kanzow
Matteo, Lapucci
author_sort Christian, Kanzow
title Inexact penalty decomposition methods for optimization problems with geometric constraints
title_short Inexact penalty decomposition methods for optimization problems with geometric constraints
title_full Inexact penalty decomposition methods for optimization problems with geometric constraints
title_fullStr Inexact penalty decomposition methods for optimization problems with geometric constraints
title_full_unstemmed Inexact penalty decomposition methods for optimization problems with geometric constraints
title_sort inexact penalty decomposition methods for optimization problems with geometric constraints
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s10589-023-00475-2
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7551
_version_ 1762365501278781440
score 8.887836

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