Inexact penalty decomposition methods for optimization problems with geometric constraints
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2023
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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 |
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Digital Phenikaa |
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English |
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decomposition scheme geometric constraints |
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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 |
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1762365501278781440 |
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8.891145 |