Rescaling and Stepsize Selection in Proximal Methods Using Separable Generalized Distances
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Publication:2784410
DOI10.1137/S1052623499365784zbMath1039.90053MaRDI QIDQ2784410
Jonathan Eckstein, Paulo J. S. Silva, Carlos jun. Humes
Publication date: 23 April 2002
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
variational inequalities; convex programming; Bregman distances; proximal algorithms; \(\varphi\)-divergence
65K05: Numerical mathematical programming methods
90C25: Convex programming
49J40: Variational inequalities
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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