A primal-dual proximal point algorithm for constrained convex programs

DOI10.1016/J.AMC.2003.12.137MaRDI QIDQ1763276zbMATH OpenOpenAlexFDO

Authors Abdelouahed Hamdi

Publication date 22 February 2005

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2003.12.137

zbMATH Keywords

proximal point methodBregman functionsquadratic regularizationconvex constrained minimizationmultipliers method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

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• scientific article; zbMATH DE number 776083 (Why is no real title available?)
• scientific article; zbMATH DE number 3309655 (Why is no real title available?)
• A Generalized Proximal Point Algorithm for the Variational Inequality Problem in a Hilbert Space
• Applications of the method of partial inverses to convex programming: Decomposition
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Enlarging the region of convergence of Newton's method for constrained optimization
• Implementing proximal point methods for linear programming
• Multiplier and gradient methods
• Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
• PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS
• Proximal Minimization Methods with Generalized Bregman Functions

Cited in

(16)

• Dual-primal proximal point algorithms for extended convex programming
• Primal-dual proximal point algorithm for linearly constrained convex programming problems
• Rescaled proximal methods for linearly constrained convex problems
• Constrained ?-subgradient method for simultaneous solution of the primal and dual problems of convex programming
• scientific article; zbMATH DE number 7071979 (Why is no real title available?)
• Primal–dual exterior point method for convex optimization
• An algebraic theory for primal and dual substructuring methods by constraints
• A customized proximal point algorithm for convex minimization with linear constraints
• scientific article; zbMATH DE number 6962012 (Why is no real title available?)
• The primal-dual algorithm as a constraint-set-manipulation device
• scientific article; zbMATH DE number 5847045 (Why is no real title available?)
• Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm
• A primal-dual algorithm for a constrained Fermat-Weber problem involving mixed norms
• A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints
• Logarithmic quasi-distance proximal point scalarization method for multi-objective programming
• Projective method of multipliers for linearly constrained convex minimization

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