Penalty-proximal methods in convex programming
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Publication:1091267
DOI10.1007/BF00939042zbMath0622.90065OpenAlexW2046761809MaRDI QIDQ1091267
P. Fedit, Alfred Auslender, Jean-Pierre Crouzeix
Publication date: 1987
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00939042
Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)
Related Items (25)
Convergence of diagonally stationary sequences in convex optimization ⋮ Proximal interior point approach in convex programming (ill-posed problems)*† ⋮ Survey of Bundle Methods for Nonsmooth Optimization ⋮ Coupling proximal methods and variational convergence ⋮ A continuation method for monotone variational inequalities ⋮ Equilibrium programming using proximal-like algorithms ⋮ Family of perturbation methods for variational inequalities ⋮ On the convergence of the proximal algorithm for saddle-point problems ⋮ Coupling the proximal point algorithm with approximation methods ⋮ Theoretical aspect of diagonal Bregman proximal methods ⋮ Alternating forward-backward splitting for linearly constrained optimization problems ⋮ Coupling the gradient method with a general exterior penalization scheme for convex minimization ⋮ Dual convergence for penalty algorithms in convex programming ⋮ Iterative regularization via dual diagonal descent ⋮ Alternating proximal algorithms for linearly constrained variational inequalities: application to domain decomposition for PDE's ⋮ Lagrangian-penalization algorithm for constrained optimization and variational inequalities ⋮ Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization ⋮ Penalization in non-classical convex programming via variational convergence ⋮ Computing proximal points of nonconvex functions ⋮ Lagrangian penalization scheme with parallel forward-backward splitting ⋮ Proximal-type methods with generalized Bregman functions and applications to generalized fractional programming ⋮ The perturbed Tikhonov's algorithm and some of its applications ⋮ Proximal methods in view of interior-point strategies ⋮ Prox-regularization and solution of ill-posed elliptic variational inequalities ⋮ The perturbed proximal point algorithm and some of its applications
Cites Work
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- An algorithm for linearly constrained convex nondifferentiable minimization problems
- A descent algorithm for nonsmooth convex optimization
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- Iterative Solution of Linear Programs
- Necessary and sufficient conditions for a penalty method to be exact
- Monotone Operators and the Proximal Point Algorithm
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Numerical methods for nondifferentiable convex optimization
- An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
- Programmation mathématique convexe
- Convex Analysis
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