Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
From MaRDI portal
Publication:4697091
DOI10.1287/MOOR.18.1.202zbMath0807.47036OpenAlexW2112980792MaRDI QIDQ4697091
Publication date: 29 June 1993
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.18.1.202
distance measuremultiplier methodsBregman functionstrictly convex differentiable function\(D\)-function proximal minimization algorithmnonlinear version of the proximal point algorithmnonquadratic variations on the proximal method of multipliers
Convex programming (90C25) Monotone operators and generalizations (47H05) Numerical methods based on nonlinear programming (49M37)
Related Items (only showing first 100 items - show all)
The proximal point method with a vectorial Bregman regularization in multiobjective DC programming ⋮ Proximal Methods with Penalization Effects in Banach Spaces ⋮ Convex-Concave Backtracking for Inertial Bregman Proximal Gradient Algorithms in Nonconvex Optimization ⋮ WARPd: A Linearly Convergent First-Order Primal-Dual Algorithm for Inverse Problems with Approximate Sharpness Conditions ⋮ A characterization of the optimal set of linear programs based on the augmented lagrangian ⋮ Some proximal algorithms for linearly constrained general variational inequalities ⋮ On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations ⋮ Entropic Approximation of Wasserstein Gradient Flows ⋮ Interior proximal extragradient method for equilibrium problems ⋮ Scaling algorithms for unbalanced optimal transport problems ⋮ Proximal constrained optimization approach with time penalization ⋮ Decomposition Methods Based on Augmented Lagrangians: A Survey ⋮ Extended auxiliary problem principle to variational inequalities involving multi-valued operators ⋮ Regularizing with Bregman--Moreau Envelopes ⋮ Variants for the logarithmic-quadratic proximal point scalarization method for multiobjective programming ⋮ The Unified Frame of Alternating Direction Method of Multipliers for Three Classes of Matrix Equations Arising in Control Theory ⋮ First Order Methods Beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems ⋮ On the linear convergence of a Bregman proximal point algorithm ⋮ Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant ⋮ Analysis of the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier ⋮ Nonlinear forward-backward splitting with momentum correction ⋮ The Legendre Transformation in Modern Optimization ⋮ Rescaled proximal methods for linearly constrained convex problems ⋮ An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming ⋮ Iterations of paracontractions and firmaly nonexpansive operators with applications to feasibility and optimization ⋮ Newton-type Methods with Generalized Distances For Constrained Optimization ⋮ On Decomposition Models in Imaging Sciences and Multi-time Hamilton--Jacobi Partial Differential Equations ⋮ Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations ⋮ The Generalized Bregman Distance ⋮ Alternating Direction Method for a Class of Sylvester Matrix Equations with Linear Matrix Inequality Constraint ⋮ Generalized proximal point algorithms for multiobjective optimization problems ⋮ Nonlinear Forward-Backward Splitting with Projection Correction ⋮ Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems ⋮ On a proximal point method for convex optimization in banach spaces ⋮ An Extension of the Auxiliary Problem Principle to Nonsymmetric Auxiliary Operators ⋮ Two Strong Convergence Theorems for a Proximal Method in Reflexive Banach Spaces ⋮ The perturbed generalized proximal point algorithm ⋮ An introduction to continuous optimization for imaging ⋮ A new family of penalties for augmented Lagrangian methods ⋮ Interior Proximal Methods for equilibrium programming: part II ⋮ Non-Convex feasibility problems and proximal point methods ⋮ Pseudomonotone variational inequalities: Convergence of proximal methods ⋮ A proximal point algorithm with a ϕ-divergence for quasiconvex programming ⋮ A new accuracy criterion for approximate proximal point algorithms ⋮ Pseudomonotone variational inequalities: convergence of the auxiliary problem method ⋮ Proximal-type methods with generalized Bregman functions and applications to generalized fractional programming ⋮ Variable Metric Inexact Line-Search-Based Methods for Nonsmooth Optimization ⋮ Modern regularization methods for inverse problems ⋮ The indefinite proximal point algorithms for maximal monotone operators ⋮ Choose Your Path Wisely: Gradient Descent in a Bregman Distance Framework ⋮ Interior proximal methods for equilibrium programming: part I ⋮ A class of nonlinear proximal point algorithms for variational inequality problems ⋮ Dual–primal proximal point algorithms for extended convex programming ⋮ Degenerate Preconditioned Proximal Point Algorithms ⋮ A note on the existence of zeroes of convexly regularized sums of maximal monotone operators ⋮ Proximal minimizations with \(D\)-functions and the massively parallel solution of linear network programs ⋮ A multiprojection algorithm using Bregman projections in a product space ⋮ On the ergodic convergence rates of a first-order primal-dual algorithm ⋮ Some properties of generalized proximal point methods for quadratic and linear programming ⋮ Strong convergence theorems for equilibrium problems and weak Bregman relatively nonexpansive mappings in Banach spaces ⋮ Optimal complexity and certification of Bregman first-order methods ⋮ Inexact proximal point method for general variational inequalities ⋮ On linear convergence of iterative methods for the variational inequality problem ⋮ A simplified view of first order methods for optimization ⋮ Generalized Eckstein-Bertsekas proximal point algorithm involving \((H,\eta )\)-monotonicity framework ⋮ Nonlinear rescaling and proximal-like methods in convex optimization ⋮ The developments of proximal point algorithms ⋮ A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem ⋮ On the twice differentiable cubic augmented Lagrangian ⋮ An interior point method for the nonlinear complementarity problem ⋮ Equilibrium programming using proximal-like algorithms ⋮ Fast Moreau envelope computation I: Numerical algorithms ⋮ Proximal methods in reflexive Banach spaces without monotonicity ⋮ Strong convergence of a hybrid projection iterative algorithm for common solutions of operator equations and of inclusion problems ⋮ Theoretical aspect of diagonal Bregman proximal methods ⋮ An interior-proximal method for convex linearly constrained problems and its extension to variational inequalities ⋮ Approximation accuracy, gradient methods, and error bound for structured convex optimization ⋮ Generalized Bregman projections in convex feasibility problems ⋮ Subgradient method with entropic projections for convex nondifferentiable minimization ⋮ A new algorithm for finding fixed points of Bregman quasi-nonexpansive mappings and zeros of maximal monotone operators by using products of resolvents ⋮ Proximal point algorithms and generalized nonlinear variational problems ⋮ Interior point methods for equilibrium problems ⋮ On some properties of generalized proximal point methods for variational inequalities ⋮ New approach to the \(\eta \)-proximal point algorithm and nonlinear variational inclusion problems ⋮ An entropy-like proximal algorithm and the exponential multiplier method for convex symmetric cone programming ⋮ A simple convergence analysis of Bregman proximal gradient algorithm ⋮ An interior proximal method for a class of quasimonotone variational inequalities ⋮ Operator splittings, Bregman methods and frame shrinkage in image processing ⋮ The multiproximal linearization method for convex composite problems ⋮ An extension of proximal methods for quasiconvex minimization on the nonnegative orthant ⋮ Inexact version of Bregman proximal gradient algorithm ⋮ An efficient algorithm for \(\ell_{0}\) minimization in wavelet frame based image restoration ⋮ Local search proximal algorithms as decision dynamics with costs to move ⋮ Interior proximal methods for quasiconvex optimization ⋮ Proximal-like contraction methods for monotone variational inequalities in a unified framework. I: Effective quadruplet and primary methods ⋮ Proximal-like contraction methods for monotone variational inequalities in a unified framework. II: General methods and numerical experiments ⋮ Bregman Itoh-Abe methods for sparse optimisation ⋮ Approximation of fixed points of weak Bregman relatively nonexpansive mappings in Banach spaces ⋮ Modified Lagrangian methods for separable optimization problems ⋮ Bregman three-operator splitting methods
This page was built for publication: Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
