Generalized proximal point algorithm for convex optimization

DOI10.1007/BF02192181MaRDI QIDQ1908641zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 16 September 1996

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02192181

zbMATH Keywords

generalized proximal point algorithmblock-angular linear and quadratic programming problems

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Linear programming (90C05)

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Cites work

• scientific article; zbMATH DE number 3846333 (Why is no real title available?)
• scientific article; zbMATH DE number 3687182 (Why is no real title available?)
• A Generalization of the Proximal Point Algorithm
• An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
• Computational experience with advanced implementation of decomposition algorithms for linear programming
• Convex Analysis
• DECOMP: an implementation of Dantzig-Wolfe decomposition for linear programming
• Decomposition Principle for Linear Programs
• Implementing proximal point methods for linear programming
• Monotone Operators and the Proximal Point Algorithm
• Numerical methods for nondifferentiable convex optimization
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Parallel bundle-based decomposition for large-scale structured mathematical programming problems

Cited in

(7)

• Partial proximal point method for nonmonotone equilibrium problems
• Generalization of distance algorithm for constrainded optimization
• Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
• General parameterized proximal point algorithm with applications in statistical learning
• On convergence criteria of generalized proximal point algorithms
• A Generalization of the Proximal Point Algorithm
• Generalized proximal point algorithms for multiobjective optimization problems

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