A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework

DOI10.1080/1055678042000218957zbMath1097.90041OpenAlexW1968262474MaRDI QIDQ4657707

Mikhail V. Solodov

Publication date: 14 March 2005

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1055678042000218957

zbMATH Keywords

decompositionmaximal monotone operatorvariational inclusionbundle methodenlargement of operatorhybrid inexact proximal point method

Mathematics Subject Classification ID

Convex programming (90C25) Variational inequalities (49J40) Numerical methods in optimal control (49M99)

Related Items (13)

A bundle method using two polyhedral approximations of the \(\epsilon \)-enlargement of a maximal monotone operator ⋮ Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems ⋮ Convergence rates with inexact non-expansive operators ⋮ A revisit of Chen-Teboulle's proximal-based decomposition method ⋮ A survey on operator splitting and decomposition of convex programs ⋮ A class of Dantzig-Wolfe type decomposition methods for variational inequality problems ⋮ The hybrid proximal decomposition method applied to the computation of a Nash equilibrium for hydrothermal electricity markets ⋮ Solutions to inexact resolvent inclusion problems with applications to nonlinear analysis and optimization ⋮ Strong Convergence of an Inexact Proximal Point Algorithm for Equilibrium Problems in Banach Spaces ⋮ Rate of convergence for proximal point algorithms on Hadamard manifolds ⋮ A new extragradient-type method for mixed variational inequalities ⋮ Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers ⋮ Low Complexity Regularization of Linear Inverse Problems

Uses Software

• PLCP

Cites Work

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• A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem

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