Some Properties of Methods of Centers |
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| Authors: | Ahmed Roubi |
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| Affiliation: | (1) Laboratoire d'Analyse Appliquée et Optimisation, Université de Bourgogne, B.P. 138, 21004 Dijon, France |
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| Abstract: | Huard's method of centers is a method that solves constrained convex problems by means of unconstrained problems. In this paper we give some properties of this method, we analyse its convergence and rate of convergence and suggest some other variants and techniques to improve the speed of convergence. |
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| Keywords: | convex programs method of centers global convergence rate of convergence |
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