On Dual Convergence of the Generalized Proximal Point Method with Bregman Distances
From MaRDI portal
Publication:2757655
DOI10.1287/moor.25.4.606.12110zbMath0980.90064MaRDI QIDQ2757655
Renato D. C. Monteiro, Alfredo Noel Iusem
Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a139c51b950a19894f841e4d1c6198c63665e5a0
central path; barrier function; Bregman distance; Lagrangian dual problem; dual sequence; generalized proximal point methods; \(h\)-center of the optimal set
90C25: Convex programming
Related Items
Re-examination of Bregman functions and new properties of their divergences, Dual convergence of the proximal point method with Bregman distances for linear programming, On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization, Some recent advances in projection-type methods for variational inequalities, On the proximal point method for equilibrium problems in Hilbert spaces