Generalized proximal point algorithm for convex optimization

DOI10.1007/BF02192181zbMATH Open0845.90100OpenAlexW2090979728MaRDI QIDQ1908641FDOQ1908641

Yanyan Li

Publication date: 16 September 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02192181

zbMATH Keywords

generalized proximal point algorithmblock-angular linear and quadratic programming problems

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Linear programming (90C05)

Cites Work

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• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Convex Analysis
• Monotone Operators and the Proximal Point Algorithm
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Decomposition Principle for Linear Programs
• Numerical methods for nondifferentiable convex optimization
• A Generalization of the Proximal Point Algorithm
• Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
• Computational experience with advanced implementation of decomposition algorithms for linear programming
• An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming
• Parallel bundle-based decomposition for large-scale structured mathematical programming problems
• Implementing proximal point methods for linear programming
• DECOMP: an implementation of Dantzig-Wolfe decomposition for linear programming

Cited In (7)

• Generalization of distance algorithm for constrainded optimization
• Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
• General parameterized proximal point algorithm with applications in statistical learning
• On convergence criteria of generalized proximal point algorithms
• A Generalization of the Proximal Point Algorithm
• Generalized proximal point algorithms for multiobjective optimization problems
• Partial proximal point method for nonmonotone equilibrium problems

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