Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
DOI10.1287/MOOR.1.2.97zbMATH Open0402.90076OpenAlexW2135779729WikidataQ90648797 ScholiaQ90648797MaRDI QIDQ4187592FDOQ4187592
Authors: R. T. Rockafellar
Publication date: 1976
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1.2.97
Augmented LagrangiansConvex ProgrammingRate of ConvergenceConvergence AnalysisMaximal Monotone OperatorsProximal Method of MultipliersProximal Point Algorithm
Cited In (only showing first 100 items - show all)
- What is quasiconvex analysis?
- A reweighted \(\ell^2\) method for image restoration with Poisson and mixed Poisson-Gaussian noise
- A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
- A parallel splitting method for separable convex programs
- Some results on a viscosity splitting algorithm in Hilbert spaces
- An implementable proximal point algorithmic framework for nuclear norm minimization
- A unified description of iterative algorithms for traffic equilibria
- SpicyMKL: a fast algorithm for multiple kernel learning with thousands of kernels
- Differential systems for constrained optimization via a nonlinear augmented Lagrangian
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- Augmented Lagrangian Method for Optimal Control Problems
- Improvements of some projection methods for monotone nonlinear variational inequalities
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- A projection-proximal point algorithm for solving generalized variational inequalities
- Unified theory of augmented Lagrangian methods for constrained global optimization
- An interior proximal point algorithm for nonlinear complementarity problems
- Operator splittings, Bregman methods and frame shrinkage in image processing
- Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
- Variational image segmentation models involving non-smooth data-fidelity terms
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Augmented Lagrangian methods for variational inequality problems
- A convergent 3-block semiproximal alternating direction method of multipliers for conic programming with 4-type constraints
- Wavelet frame based image restoration via combined sparsity and nonlocal prior of coefficients
- Application of the alternating direction method of multipliers to separable convex programming problems
- Convergence analysis of some methods for minimizing a nonsmooth convex function
- Convergence of some algorithms for convex minimization
- A proximal-based deomposition method for compositions method for convex minimization problems
- On how to solve large-scale log-determinant optimization problems
- Partial linearization methods in nonlinear programming
- Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints
- General over-relaxed proximal point algorithm involving \(A\)-maximal relaxed monotone mappings with applications
- A primal-dual augmented Lagrangian
- Partial inverse of a monotone operator
- Proximal methods in reflexive Banach spaces without monotonicity
- Proximal-like contraction methods for monotone variational inequalities in a unified framework. II: General methods and numerical experiments
- Augmented Lagrangian applied to convex quadratic problems
- An approximate proximal-extragradient type method for monotone variational inequalities
- Computing proximal points of nonconvex functions
- On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
- Image restoration with mixed or unknown noises
- General implicit variational inclusion problems based on \(A\)-maximal (\(m\))-relaxed monotonicity (AMRM) frameworks
- Decomposition methods in stochastic programming
- A primal-dual projection method for solving systems of linear inequalities
- An efficient algorithm for \(\ell_{0}\) minimization in wavelet frame based image restoration
- A modified proximal point algorithm with errors for approximating solution of the general variational inclusion
- Proximal minimization algorithm with \(D\)-functions
- A general framework for the over-relaxed A-proximal point algorithm and applications to inclusion problems
- Role of relative \(A\)-maximal monotonicity in overrelaxed proximal-point algorithms with Applications
- On linear convergence of iterative methods for the variational inequality problem
- A variable-penalty alternating directions method for convex optimization
- Primal convergence from dual subgradient methods for convex optimization
- Strong convergence of a splitting algorithm for treating monotone operators
- Proximal point algorithms for zero points of nonlinear operators
- Some results on an infinite family of accretive operators in a reflexive Banach space
- A primal-dual regularized interior-point method for convex quadratic programs
- A nonconvex model with minimax concave penalty for image restoration
- Error bounds and convergence analysis of feasible descent methods: A general approach
- A quasi-second-order proximal bundle algorithm
- A customized proximal point algorithm for convex minimization with linear constraints
- SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
- A survey on the continuous nonlinear resource allocation problem
- Generalized partially relaxed pseudomonotone variational inequalities and general auxiliary problem principle
- Optimization in high dimensions via accelerated, parallel, and proximal coordinate descent
- On full Jacobian decomposition of the augmented Lagrangian method for separable convex programming
- A first-order image denoising model for staircase reduction
- Calmness and Stability Properties of Marginal and Performance Functions
- A proximal point algorithm revisit on the alternating direction method of multipliers
- The Moreau envelope approach for the L1/TV image denoising model
- An inexact alternating direction method for solving a class of structured variational inequalities
- Weak and strong convergence theorems for common zeros of accretive operators
- Strong convergence theorems for common zeros of a family of accretive operators
- Double-regularization proximal methods, with complementarity applications
- A fast minimization method for blur and multiplicative noise removal
- On augmented Lagrangian decomposition methods for multistage stochastic programs
- A Halpern-type iteration method for Bregman nonspreading mapping and monotone operators in reflexive Banach spaces
- Generalized over-relaxed proximal algorithm based ona-maximal monotonicity framework and applications to inclusion problems
- On general over-relaxed proximal point algorithm and applications
- A hybrid proximal point algorithm based on the \((A,\eta )\)-maximal monotonicity framework
- Two Strong Convergence Theorems for a Proximal Method in Reflexive Banach Spaces
- Submonotone Subdifferentials of Lipschitz Functions
- Solving monotone inclusions via compositions of nonexpansive averaged operators
- Projective splitting methods for sums of maximal monotone operators with applications
- Hybrid inexact proximal point algorithms based on RMM frameworks with applications to variational inclusion problems
- A proximal augmented Lagrangian method for equilibrium problems
- An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
- Convergence analysis of a proximal newton method1
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
- Parallel alternating direction multiplier decomposition of convex programs
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- Submonotone mappings and the proximal point algorithm
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- Primal-dual proximal point algorithm for linearly constrained convex programming problems
- Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications
- Lagrangian transformation and interior ellipsoid methods in convex optimization
- Convergence analysis of positive-indefinite proximal ADMM with a Glowinski's relaxation factor
- Relatively inexact proximal point algorithm and linear convergence analysis
- The rate of convergence of proximal method of multipliers for second-order cone optimization problems
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