Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints

DOI10.3934/jimo.2014.10.743zbMath1292.65065MaRDI QIDQ2438398

Wenxing Zhang, Yuan Shen, Bing-sheng He

Publication date: 11 March 2014

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2014.10.743

zbMATH Keywords

convex optimization; relaxation; augmented Lagrangian method; proximal point algorithm

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C30: Nonlinear programming

49M29: Numerical methods involving duality

Related Items

DISTRIBUTED PROXIMAL-GRADIENT METHOD FOR CONVEX OPTIMIZATION WITH INEQUALITY CONSTRAINTS, A proximal point algorithm based on decomposition method for cone constrained multiobjective optimization problems, On non-ergodic convergence rate of the operator splitting method for a class of variational inequalities

Uses Software

• RecPF
• FTVd

Cites Work

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