Dual convergence for penalty algorithms in convex programming
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The authors consider the class of constrained convex optimization problems with smooth functions under the Slater constraint qualification condition. They first investigate the property of convergence of multipliers in a general class of penalty methods under certain primal convergence properties. The new sufficient condition seems weak, but need additional efforts for the verification. Further a similar convergence property is established for a class of combined proximal penalty methods. Some illustrative computational results are also given.
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Cited in
(14)- Proximal penalty-duality algorithms for mixed optimality conditions
- Primal and dual convergence of a proximal point exponential penalty method for linear programming
- scientific article; zbMATH DE number 4045488 (Why is no real title available?)
- Convergence of Lagrange Multipliers and Dual Variables for Convex Optimization Problems
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- Quadratic rate of convergence for a primal-dual exponential penalty algorithm
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- On the Convergence Time of Dual Subgradient Methods for Strongly Convex Programs
- Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm
- scientific article; zbMATH DE number 1424522 (Why is no real title available?)
- Convergence rate estimates for penalty methods revisited
- Convergence rate for diminishing stepsize methods in nonconvex constrained optimization via ghost penalties
- A new penalty dual-primal augmented Lagrangian method and its extensions
- On the convergence of the exponential multiplier method for convex programming
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