Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm

DOI10.1137/S1052623401397242zbMath1049.90056OpenAlexW1969666805MaRDI QIDQ4785906

Matias Courdurier, Roberto Cominetti

Publication date: 5 January 2003

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623401397242

zbMATH Keywords

convex programmingpenalty schemessubgradient inclusionsprox method

Mathematics Subject Classification ID

Convex programming (90C25) Ordinary differential inclusions (34A60)

Related Items (12)

On Lipschitz optimization based on gray-box piecewise linearization ⋮ Steepest descent with curvature dynamical system ⋮ Existence, stability and optimality for optimal control problems governed by maximal monotone operators ⋮ Coupling the gradient method with a general exterior penalization scheme for convex minimization ⋮ Dual convergence for penalty algorithms in convex programming ⋮ Alternating proximal algorithms for linearly constrained variational inequalities: application to domain decomposition for PDE's ⋮ Lagrangian-penalization algorithm for constrained optimization and variational inequalities ⋮ Hybrid extragradient proximal algorithm coupled with parametric approximation and penalty/barrier methods ⋮ Computing proximal points of nonconvex functions ⋮ Asymptotic almost-equivalence of Lipschitz evolution systems in Banach spaces ⋮ Lagrangian penalization scheme with parallel forward-backward splitting ⋮ Decentralized hierarchical constrained convex optimization

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