Survey of sequential convex programming and generalized Gauss-Newton methods*
We provide an overview of a class of iterative convex approximation methods for nonlinear optimization problems with convex-over-nonlinear substructure. These problems are characterized by outer convexities on the one hand, and nonlinear, generally nonconvex, but differentiable functions on the othe...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
EDP Sciences
2021-08-01
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Series: | ESAIM: Proceedings and Surveys |
Online Access: | https://www.esaim-proc.org/articles/proc/pdf/2021/02/proc2107107.pdf |