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

Augmented Lagrangians Convex Programming Rate of Convergence Convergence Analysis Maximal Monotone Operators Proximal Method of Multipliers Proximal Point Algorithm

Mathematics Subject Classification ID

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

Cited In (only showing first 100 items - show all)

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
Accelerated proximal algorithms with a correction term for monotone inclusions
A decomposition method for convex minimization problems and its application.
An accelerated augmented Lagrangian method for multi-criteria optimization problem
Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm
Iterative methods for fixed point problems and generalized split feasibility problems in Banach spaces
Implementing proximal point methods for linear programming
Decomposition algorithm for convex differentiable minimization
A parameterized proximal point algorithm for separable convex optimization
Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming
Two proximal splitting methods for multi-block separable programming with applications to stable principal component pursuit
Solving multistage stochastic network programs on massively prallel computers
Prox-regularization and solution of ill-posed elliptic variational inequalities
Weak convergence of an iterative algorithm for accretive operators
Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators
An inexact augmented Lagrangian method for second-order cone programming with applications
Title not available (Why is that?)
Continuous regularized variable-metric proximal minimization method
Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
A proximal alternating direction method for multi-block coupled convex optimization
A regularization of the Frank-Wolfe method and unification of certain nonlinear programming methods
The rate of convergence of proximal method of multipliers for equality constrained optimization problems
A stochastic production planning problem in hybrid manufacturing and remanufacturing systems with resource capacity planning
A simplified form of block-iterative operator splitting and an asynchronous algorithm resembling the multi-block alternating direction method of multipliers
A regularized interior-point method for constrained linear least squares
A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
A new implementable prediction-correction method for monotone variational inequalities with separable structure
On the complexity of a hybrid proximal extragradient projective method for solving monotone inclusion problems
Proximal point algorithms and generalized nonlinear variational problems
On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities
Complexity and performance of an augmented Lagrangian algorithm
Application of the dual active set algorithm to quadratic network optimization
On Rockafellar's theorem using proximal point algorithm involving \(H\)-maximal monotonicity framework
Super-relaxed \((\eta)\)-proximal point algorithms, relaxed \((\eta)\)-proximal point algorithms, linear convergence analysis, and nonlinear variational inclusions
The adventures of a simple algorithm
Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
Two new customized proximal point algorithms without relaxation for linearly constrained convex optimization
New decomposition and convexification algorithm for nonconvex large-scale primal-dual optimization
A proximal alternating linearization method for minimizing the sum of two convex functions
A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
Duality and existence theory for nondifferentiable programming
Prox-regularization of the dual method of centers for generalized fractional programs
A proximal point algorithm with asymmetric linear term
Proximal-like algorithm using the quasi D-function for convex second-order cone programming
A class of nonlinear proximal point algorithms for variational inequality problems
Title not available (Why is that?)
Monotone operator theory in convex optimization
The rate of convergence of proximal method of multipliers for nonlinear semidefinite programming
On the computation of equilibria in monotone and potential stochastic hierarchical games
The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities
Augmented Lagrangian algorithms for linear programming
Block preconditioners for linear systems in interior point methods for convex constrained optimization
On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
An approximate augmented Lagrangian method for nonnegative low-rank matrix approximation
On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
General proximal point algorithm involving \(\eta \)-maximal accretiveness framework in Banach spaces
A proximal multiplier method for separable convex minimization
Implementation of a proximal algorithm for linearly constrained nonsmooth optimization problems and computational results
INEXACT VERSIONS OF PROXIMAL POINT AND AUGMENTED LAGRANGIAN ALGORITHMS IN BANACH SPACES
Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds
A hybrid splitting method for variational inequality problems with separable structure
Descentwise inexact proximal algorithms for smooth optimization
Progressive regularization of variational inequalities and decomposition algorithms
The generalized proximal point algorithm with step size 2 is not necessarily convergent
A \(\mathcal O(1/k^{3/2})\) hybrid proximal extragradient primal-dual interior point method for nonlinear monotone mixed complementarity problems
Lagrangian penalization scheme with parallel forward-backward splitting
Strong Convergence of an Inexact Proximal Point Algorithm for Equilibrium Problems in Banach Spaces
Upper-Lipschitz multifunctions and inverse subdifferentials
A customized proximal point algorithm for stable principal component pursuit with nonnegative constraint
A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
An adaptive primal-dual framework for nonsmooth convex minimization
New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints
On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints
On the twice differentiable cubic augmented Lagrangian
An efficient inexact ABCD method for least squares semidefinite programming
An augmented Lagrangian decomposition method for block diagonal linear programming problems
Regularization of ill-posed linear equations by the non-stationary augmented Lagrangian method
An entropy-like proximal algorithm and the exponential multiplier method for convex symmetric cone programming
Exact penalties for variational inequalities with applications to nonlinear complementarity problems
A primal-dual proximal point algorithm for constrained convex programs
Strict convex regularizations, proximal points and augmented lagrangians
On the optimal linear convergence rate of a generalized proximal point algorithm
A survey on operator splitting and decomposition of convex programs
A hybrid proximal extragradient self-concordant primal barrier method for monotone variational inequalities
Dual-primal proximal point algorithms for extended convex programming
Image denoising using \(L^p\)-norm of mean curvature of image surface
Generalized Eckstein-Bertsekas proximal point algorithm involving \((H,\eta )\)-monotonicity framework
More results on the convergence of iterative methods for the symmetric linear complementarity problem
Alternating direction method of multipliers for linear inverse problems
Convergence analysis of the relaxed proximal point algorithm
A class of augmented Lagrangians for equality constraints in nonlinear programming problems
An algorithm for solving the general variational inclusion involving \(A\)-monotone operators
A continuation method for monotone variational inequalities

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