PPA-like contraction methods for convex optimization: a framework using variational inequality approach
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Publication:259109
DOI10.1007/S40305-015-0108-9zbMATH Open1332.65084OpenAlexW2277300184MaRDI QIDQ259109FDOQ259109
Authors: Bingsheng He 
Publication date: 11 March 2016
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-015-0108-9
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Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30)
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Cited In (21)
- On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective
- Title not available (Why is that?)
- Accelerated primal-dual methods with adaptive parameters for composite convex optimization with linear constraints
- A primal-dual multiplier method for total variation image restoration
- A distributed regularized Jacobi-type ADMM-method for generalized Nash equilibrium problems in Hilbert spaces
- Alternating direction method of multipliers for nonconvex log total variation image restoration
- A class of customized proximal point algorithms for linearly constrained convex optimization
- Proximal-like contraction methods for monotone variational inequalities in a unified framework. II: General methods and numerical experiments
- Two convergent primal-dual hybrid gradient type methods for convex programming with linear constraints
- Optimally linearizing the alternating direction method of multipliers for convex programming
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- Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
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- ADMM-type methods for generalized Nash equilibrium problems in Hilbert spaces
- A uniform framework of contraction methods for convex optimization and monotone variational inequality
- On the optimal proximal parameter of an ADMM-like splitting method for separable convex programming
- Improved Lagrangian-PPA based prediction correction method for linearly constrained convex optimization
- An LQP-based two-step method for structured variational inequalities
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