Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
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Publication:3977035
augmented Lagrangianmaximal monotone operatorsreal Hilbert spacesalternating minimizationcontinuous linear operators
Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Variational inequalities (49J40) Programming in abstract spaces (90C48)
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- Minimization of equilibrium problems, variational inequality problems and fixed point problems
- Random test problems and parallel methods for quadratic programs and quadratic stochastic programs∗
- Operator-Splitting Methods for Monotone Affine Variational Inequalities, with a Parallel Application to Optimal Control
- An introduction to continuous optimization for imaging
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- A hybrid entropic proximal decomposition method with self-adaptive strategy for solving variational inequality problems
- Fast alternating linearization methods for minimizing the sum of two convex functions
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- Approximations in proximal bundle methods and decomposition of convex programs
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