A proximal point algorithm for minimax problems
From MaRDI portal
Publication:1371666
DOI10.1007/BF02510242zbMath0895.65026MaRDI QIDQ1371666
Publication date: 13 November 1997
Published in: BIT (Search for Journal in Brave)
convergencenumerical experimentsminimax problemsproximal point algorithmdiscrete \(\ell_\infty\) approximation
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Linear programming (90C05)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A row relaxation method for large minimax problems
- A finite algorithm for the solution of consistent linear equations and inequalities and for the Tchebycheff approximation of inconsistent linear equations
- Note on Jordan elimination, linear programming and Tchebyscheff approximation
- An automatic relaxation method for solving interval linear inequalities
- Fast \(l_ p\) solution of large, sparse, linear systems: Application to seismic travel time tomography
- An iterative row-action method for interval convex programming
- Finite termination of the proximal point algorithm
- A. J. Hoffman's theorem and metric projections in polyhedral spaces
- On minimum norm solutions
- Weak Sharp Minima in Mathematical Programming
- An Exact Penalty Method for Constrained, Discrete, Linear $l_\infty $ Data Fitting
- Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the $l_\infty $ Sense?
- The Minimax Solution of Linear Equations Subject to Linear Constraints
- A Storage-Efficient Algorithm for Finding the Regularized Solution of a Large, Inconsistent System of Equations
- A dual method for discrete Chebychev curve fitting
- Row-Action Methods for Huge and Sparse Systems and Their Applications
- A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems
- A relaxation method for reconstructing objects from noisy X-rays
- Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4]
- A Descent Method for the Uniform Solution to Over-Determined Systems of Linear Equations
- Monotone Operators and the Proximal Point Algorithm
- On Cline’s Direct Method for Solving Overdetermined Linear Systems in the $L_\infty $ Sense
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- On Row Relaxation Methods for Large Constrained Least Squares Problems
- On the Best Linear Chebyshev Approximation
- Numerical Analysis: Stable numerical methods for obtaining the Chebyshev solution to an overdetermined system of equations
- The Relaxation Method for Linear Inequalities
- The Relaxation Method for Linear Inequalities