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

Bregman functionsconvex constrained minimizationmultipliers methodproximal point methodquadratic regularization

Mathematics Subject Classification ID

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

Review text

The author proposes a mixed proximal multipliers method to solve convex constrained minimization problems. The proposed method resembles to the Bregman method of multipliers with a quadratic regularization of the augmented Lagrangian function.

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Cites work

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Cited in

(16)

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

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