scientific article; zbMATH DE number 1306982

MaRDI QIDQ4252829zbMATH OpenFDO

Authors Maijian Qian, James V. Burke

Publication date 2 November 1999

zbMATH Keywords

numerical experimentsconvex programminglocal convergencemaximal monotone operatoroptimization algorithmsBFGSmatrix secant methodsvariable metric proximal point algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)

Recommendations

• On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
• A Variable Metric Proximal Point Algorithm for Monotone Operators
• A Class of Inexact Variable Metric Proximal Point Algorithms
• Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity

Cited in

(4)

• Fast Moreau envelope computation I: Numerical algorithms
• An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
• On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
• The developments of proximal point algorithms

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