Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
From MaRDI portal
Publication:2010228
DOI10.1016/j.apnum.2019.08.008zbMath1432.90150OpenAlexW2969271680WikidataQ127357927 ScholiaQ127357927MaRDI QIDQ2010228
Publication date: 27 November 2019
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2019.08.008
variational inequalitylinear convergenceworst-case convergence ratenonsymmetric proximal point algorithm
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- An improved first-order primal-dual algorithm with a new correction step
- On the linear convergence of the alternating direction method of multipliers
- Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
- Proximal-point algorithm using a linear proximal term
- A variable-penalty alternating directions method for convex optimization
- A logarithmic-quadratic proximal method for variational inequalities
- On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
- A new inexact alternating directions method for monotone variational inequalities
- A family of variable metric proximal methods
- A proximal point algorithm with asymmetric linear term
- On the global and linear convergence of the generalized alternating direction method of multipliers
- A proximal point algorithm revisit on the alternating direction method of multipliers
- Multiplier and gradient methods
- Interior projection-like methods for monotone variational inequalities
- Linear Convergence of the Alternating Direction Method of Multipliers for a Class of Convex Optimization Problems
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming
- Convergence Analysis of Primal-Dual Algorithms for a Saddle-Point Problem: From Contraction Perspective
- Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
- Inexact Proximal Point Methods for Variational Inequality Problems
- Inexact Alternating Direction Methods for Image Recovery
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
- An augmented Lagrangian based parallel splitting method for separable convex minimization with applications to image processing
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- A generalized proximal point algorithm for certain non-convex minimization problems
- On the Convergence of the Proximal Point Algorithm for Convex Minimization
- New Proximal Point Algorithms for Convex Minimization
- Entropic Proximal Mappings with Applications to Nonlinear Programming
- Monotone Operators and the Proximal Point Algorithm
- Computing stationary points
- Modified Lagrangians in convex programming and their generalizations
- A Variable Metric Proximal Point Algorithm for Monotone Operators
- Convergence of Proximal-Like Algorithms
- A Generalized Proximal Point Algorithm for the Variational Inequality Problem in a Hilbert Space
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels
- A Generalized Proximal Point Algorithm and Its Convergence Rate
- Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
- Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
- Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs
- Proximité et dualité dans un espace hilbertien
- A new accuracy criterion for approximate proximal point algorithms