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A Partial First-Order Affine-Scaling Method
Ran, Ran - Personal Name
YUAN, Ya Xiang - Personal Name
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.
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| EB00000003263K | Available |
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Ran GU Ya Xiang YUAN
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