Primal and dual convergence of a proximal point exponential penalty method for linear programming

DOI10.1007/S10107-002-0295-0zbMATH Open1007.90048OpenAlexW1964996729MaRDI QIDQ1849261FDOQ1849261

Authors: Yanyan Li 

Publication date: 1 December 2002

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/173111

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zbMATH Keywords

diagonal inexact proximal point iteration

Mathematics Subject Classification ID

Convex programming (90C25)

Cited In (13)

• Dual convergence for penalty algorithms in convex programming
• Alternating proximal algorithms for linearly constrained variational inequalities: application to domain decomposition for PDE's
• Asymptotic expansion of penalty-gradient flows in linear programming
• Alternating proximal algorithms with asymptotically vanishing coupling. Application to domain decomposition for PDE's
• Subdivision scheme tuning around extraordinary vertices
• Dual convergence of the proximal point method with Bregman distances for linear programming
• An entire space polynomial-time algorithm for linear programming
• Hybrid extragradient proximal algorithm coupled with parametric approximation and penalty/barrier methods
• An exterior point polynomial-time algorithm for convex quadratic programming
• A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality
• Iterative regularization via dual diagonal descent
• Coupling the gradient method with a general exterior penalization scheme for convex minimization
• Vector exponential penalty function method for nondifferentiable multiobjective programming problems

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