New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints

DOI10.1007/s10957-016-0991-1zbMath1354.65127MaRDI QIDQ727234

Hongyong Wang, Yuan Shen

Publication date: 6 December 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0991-1

zbMATH Keywords

algorithm; convergence; convex optimization; augmented Lagrangian; numerical result; proximal point algorithm; compressed sensing; sparse optimization

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

Related Items

On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective

Uses Software

• PDCO
• SPGL1
• FPC_AS
• RecPF
• FTVd

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