Path following in the exact penalty method of convex programming
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References listed on IDEAS
- Hua Zhou & Yichao Wu, 2014. "A Generic Path Algorithm for Regularized Statistical Estimation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 686-699, June.
- Elmor L. Peterson, 1976. "Fenchel's Duality Thereom in Generalized Geometric Programming," Discussion Papers 252, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Elmor L. Peterson, 1976. "Optimality Conditions in Generalized Geometric Programming," Discussion Papers 221, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Willard I. Zangwill, 1967. "Non-Linear Programming Via Penalty Functions," Management Science, INFORMS, vol. 13(5), pages 344-358, January.
- Hua Zhou & Kenneth L. Lange, 2010. "On the Bumpy Road to the Dominant Mode," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 612-631.
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KeywordsConstrained convex optimization; Exact penalty; Geometric programming; Ordinary differential equation; Quadratically constrained quadratic programming; Regularization; Semidefinite programming; 65K05; 90C25;
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