Dual convergence for penalty algorithms in convex programming
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Cites work
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- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
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- Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
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- Combined relaxation methods for finding equilibrium points and solving related problems
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- Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm
- Coupling the proximal point algorithm with approximation methods
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- Numerical Stability and Efficiency of Penalty Algorithms
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Cited in
(12)- A new penalty dual-primal augmented Lagrangian method and its extensions
- Proximal penalty-duality algorithms for mixed optimality conditions
- scientific article; zbMATH DE number 1424522 (Why is no real title available?)
- Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm
- Generalized Courant-Beltrami penalty functions and zero duality gap for conic convex programs
- scientific article; zbMATH DE number 4045488 (Why is no real title available?)
- On the Convergence Time of Dual Subgradient Methods for Strongly Convex Programs
- On the convergence of the exponential multiplier method for convex programming
- Convergence rate for diminishing stepsize methods in nonconvex constrained optimization via ghost penalties
- Primal and dual convergence of a proximal point exponential penalty method for linear programming
- Convergence of Lagrange Multipliers and Dual Variables for Convex Optimization Problems
- Convergence rate estimates for penalty methods revisited
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