Lagrangian methods for composite optimization

DOI10.1016/bs.hna.2019.04.002zbMath1446.90126OpenAlexW2946033027MaRDI QIDQ3295561

Shoham Sabach, Marc Teboulle

Publication date: 10 July 2020

Published in: Handbook of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/bs.hna.2019.04.002

zbMATH Keywords

Lagrangian multiplier methodsalternating minimizationdecomposition schemesKurdyka-Łosiajewicz propertysemialgebraic optimizationconvex and nonconvex composite minimizationglobal pointwise convergenceglobal rate of convergence analysisproximal multiplier algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)

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