Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

DOI10.1287/moor.1.2.97zbMath0402.90076OpenAlexW2135779729WikidataQ90648797 ScholiaQ90648797MaRDI QIDQ4187592

R. Tyrrell 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

zbMATH Keywords

Augmented LagrangiansRate of ConvergenceConvex ProgrammingConvergence AnalysisMaximal Monotone OperatorsProximal Method of MultipliersProximal Point Algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Rate of convergence, degree of approximation (41A25)

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