Rescaling and Stepsize Selection in Proximal Methods Using Separable Generalized Distances
From MaRDI portal
Publication:2784410
DOI10.1137/S1052623499365784zbMath1039.90053OpenAlexW2021075623MaRDI QIDQ2784410
Paulo J. S. Silva, Jonathan Eckstein, Carlos jun. Humes
Publication date: 23 April 2002
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623499365784
variational inequalitiesconvex programmingBregman distancesproximal algorithms\(\varphi\)-divergence
Numerical mathematical programming methods (65K05) Convex programming (90C25) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
A note on the existence of zeroes of convexly regularized sums of maximal monotone operators, A proximal method with logarithmic barrier for nonlinear complementarity problems, Approximate proximal methods in vector optimization, Hybrid approximate proximal method with auxiliary variational inequality for vector optimization, Rescaled proximal methods for linearly constrained convex problems, Re-examination of Bregman functions and new properties of their divergences, Interior proximal method without the cutting plane property, Nonmonotone projected gradient methods based on barrier and Euclidean distances, On inexact generalized proximal methods with a weakened error tolerance criterion, Proximal methods for nonlinear programming: Double regularization and inexact subproblems, A new family of penalties for augmented Lagrangian methods, Solutions to inexact resolvent inclusion problems with applications to nonlinear analysis and optimization, A new accuracy criterion for approximate proximal point algorithms, Double-regularization proximal methods, with complementarity applications, A new logarithmic-quadratic proximal method for nonlinear complementarity problems