Proximal Regularization for the Saddle Point Gradient Dynamics

DOI10.1109/TAC.2020.3045124MaRDI QIDQ4957738zbMATH OpenOpenAlexFDO

Authors Diego Goldsztajn, Fernando Paganini

Publication date 9 September 2021

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2020.3045124

zbMATH Keywords

convex optimizationproximal methodsaddle point dynamics

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Cited in

(5)

• A proximal regularization of the steepest descent method
• Snake: A Stochastic Proximal Gradient Algorithm for Regularized Problems Over Large Graphs
• Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge-Kantorovich formulation
• Semiglobal exponential stability of the discrete-time Arrow-Hurwicz-Uzawa primal-dual algorithm for constrained optimization
• A projection-free dynamics for nonsmooth composite optimization.

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