Modified procedures of iterative prox-regularization

MaRDI QIDQ1975095zbMATH OpenFDO

Authors G. Yu. Grechka

Publication date 5 April 2000

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

convex programmingpenaltyprox-regularization

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Convex programming (90C25)

Review text

Two algorithms for solving convex programming problems are suggested. The algorithms are based on the introduction of the prox-regularization into the scheme of the penalty function method. In contrast to conventional approaches, the number of steps in the analyzed algorithms of the prox-method is not fixed in advance for every penalty function and is determined in the process of the algorithm operation. For well known linearization method and penalty function method the corresponding minimizing sequences have been proved to converge to a solution of optimization problem under an appropriate choice of control parameters and certain additional assumptions.

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Cited in

(7)

• Proximal methods in view of interior-point strategies
• On the iterative prox-regularization in the case of solving extremal problems
• scientific article; zbMATH DE number 4012323 (Why is no real title available?)
• The Projective SUMT Method for Convex Programming
• scientific article; zbMATH DE number 4121760 (Why is no real title available?)
• scientific article; zbMATH DE number 2112595 (Why is no real title available?)
• scientific article; zbMATH DE number 7083159 (Why is no real title available?)

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