A Moving Balls Approximation Method for a Class of Smooth Constrained Minimization Problems

@article{Auslender2010AMB,
  title={A Moving Balls Approximation Method for a Class of Smooth Constrained Minimization Problems},
  author={Alfred Auslender and Ron Shefi and Marc Teboulle},
  journal={SIAM J. Optim.},
  year={2010},
  volume={20},
  pages={3232-3259}
}
We introduce a new algorithm for a class of smooth constrained minimization problems which is an iterative scheme that generates a sequence of feasible points that approximates the constraints set by a sequence of balls and is accordingly called the Moving Balls Approximation algorithm (MBA). The computational simplicity of MBA, which uses first order data information, makes it suitable for large scale problems. Theoretical and computational properties of MBA in its primal and dual forms are… 

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