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Advances in dual algorithms and convex approximation methodsA new algorithm for solving the duals of separable convex optimization problems is presented. The algorithm is based on an active set strategy in conjunction with a variable metric method. This first order algorithm is more reliable than Newton's method used in DUAL-2 because it does not break down when the Hessian matrix becomes singular or nearly singular. A perturbation technique is introduced in order to remove the nondifferentiability of the dual function which arises when linear constraints are present in the approximate problem.
Document ID
19880045089
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Smaoui, H.
(California Univ. Los Angeles, CA, United States)
Fleury, C.
(California Univ. Los Angeles, CA, United States)
Schmit, L. A.
(California, University Los Angeles, United States)
Date Acquired
August 13, 2013
Publication Date
January 1, 1988
Subject Category
Numerical Analysis
Report/Patent Number
AIAA PAPER 88-2382
Meeting Information
Meeting: Structures, Structural Dynamics and Materials Conference
Location: Williamsburg, VA
Country: United States
Start Date: April 18, 1988
End Date: April 20, 1988
Sponsors: Structures
Accession Number
88A32316
Funding Number(s)
CONTRACT_GRANT: NSG-1490
Distribution Limits
Public
Copyright
Other

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