Lagrangian-Dual Functions and Moreau–Yosida Regularization

DOI10.1137/060673746MaRDI QIDQ3608971zbMATH OpenOpenAlexFDO

Authors Fanwen Meng, Gongyun Zhao, Mark Goh, 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)

Recommendations

• Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems
• On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
• Second-order analysis of the Moreau-Yosida regularization
• Properties of the Moreau-Yosida regularization of a piecewise C^2 convex function
• Second-order analysis of the Moreau-Yosida and the Lasry-Lions regularizations

Cited in

(7)

• A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
• Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
• 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
• On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
• Regularizations for stochastic linear variational inequalities
• Second-order analysis of the Moreau-Yosida regularization

This page was built for publication: Lagrangian-Dual Functions and Moreau–Yosida Regularization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608971)