A dual method for minimizing a nonsmooth objective over one smooth inequality constraint

DOI10.1007/s10107-015-0952-8zbMath1356.90109OpenAlexW2260221836MaRDI QIDQ312667

Ron Shefi, Marc Teboulle

Publication date: 16 September 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-015-0952-8

zbMATH Keywords

linearizationconvex minimizationproximal methoddual method

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Related Items

The multiproximal linearization method for convex composite problems, Foundations of Gauge and Perspective Duality, A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems, Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization, Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems

Uses Software

• PDCO
• NESTA
• UNLocBoX
• SPGL1

Cites Work

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