Newton and interior-point methods for (constrained) nonconvex-nonconcave minmax optimization with stability and instability guarantees.
Raphael ChinchillaGuosong YangJoão Pedro HespanhaPublished in: Math. Control. Signals Syst. (2024)
Keyphrases
- interior point methods
- convex optimization
- convex programming
- quadratic programming
- linear program
- linear programming
- lagrange multipliers
- interior point
- nonlinear programming
- semidefinite programming
- norm minimization
- quadratically constrained quadratic
- global optimization
- semidefinite
- convex relaxation
- optimization problems
- primal dual
- linear programming problems
- quadratic program
- semi infinite
- low rank
- objective function
- analytic center
- convex sets
- solving problems
- convex functions
- least squares
- feature selection