Dual convergence for penalty algorithms in convex programming
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Publication:430935
DOI10.1007/S10957-011-9967-3zbMATH Open1254.90160OpenAlexW2040744611WikidataQ57652217 ScholiaQ57652217MaRDI QIDQ430935FDOQ430935
Authors: Felipe Alvarez, Miguel Carrasco, Thierry Champion 
Publication date: 26 June 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/128196
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Cited In (12)
- On the Convergence Time of Dual Subgradient Methods for Strongly Convex Programs
- Title not available (Why is that?)
- On the convergence of the exponential multiplier method for convex programming
- Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm
- Title not available (Why is that?)
- Primal and dual convergence of a proximal point exponential penalty method for linear programming
- Convergence rate for diminishing stepsize methods in nonconvex constrained optimization via ghost penalties
- Convergence rate estimates for penalty methods revisited
- A new penalty dual-primal augmented Lagrangian method and its extensions
- Proximal penalty-duality algorithms for mixed optimality conditions
- Convergence of Lagrange Multipliers and Dual Variables for Convex Optimization Problems
- Generalized Courant-Beltrami penalty functions and zero duality gap for conic convex programs
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