Lagrangian-Dual Functions and Moreau–Yosida Regularization

DOI10.1137/060673746zbMath1190.90123OpenAlexW2041599499MaRDI QIDQ3608971

Mark Goh, Fanwen Meng, Gongyun Zhao, Robert de Souza

Publication date: 6 March 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060673746

zbMATH Keywords

Moreau-Yosida regularizationFenchel conjugatesemi-smoothnessLagrangian dualpiecewise \(C^k\) functions

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Convex functions and convex programs in convex geometry (52A41)

Related Items (4)

Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems ⋮ A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application ⋮ A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization ⋮ Regularizations for stochastic linear variational inequalities

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