Convergence of some algorithms for convex minimization

DOI10.1007/BF01585170zbMath0805.90083MaRDI QIDQ1321649

Rafael Correa, Claude Lemaréchal

Publication date: 28 April 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

nondifferentiable optimizationbundle methodssubgradient optimizationconvergence of various minimization methodsprox-iteration schemessubgradient-descent type algorithms

Mathematics Subject Classification ID

Convex programming (90C25) Nonsmooth analysis (49J52)

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• A descent algorithm for nonsmooth convex optimization
• A Method for Solving Certain Quadratic Programming Problems Arising in Nonsmooth Optimization
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
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• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Numerical methods for nondifferentiable convex optimization

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