Practical Aspects of Primal-Dual Nonlinear Rescaling Method with Dynamic Scaling Parameter Update

• Main Author: Richard Andrasik
• Format: Article
• Language: English
• Published: VSB-Technical University of Ostrava 2014-01-01
• Series: Advances in Electrical and Electronic Engineering
• Subjects: convex optimization; dynamic scaling parameter update; nonlinear rescaling method; parameters setting.
• Online Access: http://advances.utc.sk/index.php/AEEE/article/view/1018
• ISSN: 1336-1376; 1804-3119

Primal-dual nonlinear rescaling method with dynamic scaling parameter update (PDNRD) is an optimization method from a class of nonlinear rescaling techniques. Previous work does not discuss practical aspects of PDNRD method such as the explanation and the setting of the parameters. To complete this framework, the parameters were described. Moreover, PDNRD method was applied on two quadratic programming problems with quadratic constraints and recommendations about the setting of the parameters were made.