Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints
From MaRDI portal
Publication:2438398
DOI10.3934/JIMO.2014.10.743zbMath1292.65065OpenAlexW2315933830MaRDI QIDQ2438398
Wenxing Zhang, Yuan Shen, Bing-sheng He
Publication date: 11 March 2014
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2014.10.743
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Numerical methods involving duality (49M29)
Related Items (3)
On non-ergodic convergence rate of the operator splitting method for a class of variational inequalities ⋮ A proximal point algorithm based on decomposition method for cone constrained multiobjective optimization problems ⋮ DISTRIBUTED PROXIMAL-GRADIENT METHOD FOR CONVEX OPTIMIZATION WITH INEQUALITY CONSTRAINTS
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Proximal-like contraction methods for monotone variational inequalities in a unified framework. I: Effective quadruplet and primary methods
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Application of the alternating direction method of multipliers to separable convex programming problems
- Multiplier methods: A survey
- Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
- A proximal-based deomposition method for compositions method for convex minimization problems
- A new inexact alternating directions method for monotone variational inequalities
- Network economics: a variational inequality approach
- Self-adaptive projection-based prediction-correction method for constrained variational inequalities
- Multiplier and gradient methods
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
- A New Alternating Minimization Algorithm for Total Variation Image Reconstruction
- The Split Bregman Method for L1-Regularized Problems
- An Efficient TVL1 Algorithm for Deblurring Multichannel Images Corrupted by Impulsive Noise
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- An Augmented Lagrangian Approach to the Constrained Optimization Formulation of Imaging Inverse Problems
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
This page was built for publication: Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints