Lagrangian-Dual Functions and Moreau–Yosida Regularization

DOI10.1137/060673746zbMATH Open1190.90123OpenAlexW2041599499MaRDI QIDQ3608971FDOQ3608971

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

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

Cited In (7)

• Regularizations for stochastic linear variational inequalities
• On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
• 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
• Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems
• Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
• Second-order analysis of the Moreau-Yosida regularization

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