A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework

DOI10.1080/1055678042000218957zbMATH Open1097.90041OpenAlexW1968262474MaRDI QIDQ4657707FDOQ4657707

Publication date: 14 March 2005

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1055678042000218957

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decomposition maximal monotone operator variational inclusion bundle method enlargement of operator hybrid inexact proximal point method

Mathematics Subject Classification ID

Convex programming (90C25) Variational inequalities (49J40) Numerical methods in optimal control (49M99)

Cites Work

Splitting Algorithms for the Sum of Two Nonlinear Operators
On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
A proximal-based deomposition method for compositions method for convex minimization problems
Enlargement of monotone operators with applications to variational inequalities
A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
Monotone Operators and the Proximal Point Algorithm
Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem
Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
On linear convergence of iterative methods for the variational inequality problem
A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*
Convergence Rates in Forward--Backward Splitting
Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
Modified Projection-Type Methods for Monotone Variational Inequalities
Modification of the extra-gradient method for solving variational inequalities and certain optimization problems
Applications of the method of partial inverses to convex programming: Decomposition
Proximal Decomposition Via Alternating Linearization
A SPLITTING METHOD FOR COMPOSITE MAPPINGS
A new proximal-based globalization strategy for the Josephy‐Newton method for variational inequalities
Epsilon-proximal decomposition method
Two general methods for computing saddle points with applications for decomposing convex programming problems

Cited In (17)

The hybrid proximal decomposition method applied to the computation of a Nash equilibrium for hydrothermal electricity markets
A bundle method using two polyhedral approximations of the \(\epsilon \)-enlargement of a maximal monotone operator
A revisit of Chen-Teboulle's proximal-based decomposition method
Low complexity regularization of linear inverse problems
The geometry of monotone operator splitting methods
Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
Strong Convergence of an Inexact Proximal Point Algorithm for Equilibrium Problems in Banach Spaces
Title not available (Why is that?)
Convergence rates with inexact non-expansive operators
A class of variable metric decomposition methods for monotone variational inclusions
A survey on operator splitting and decomposition of convex programs
Accelerating block-decomposition first-order methods for solving composite saddle-point and two-player Nash equilibrium problems
A new extragradient-type method for mixed variational inequalities
Rate of convergence for proximal point algorithms on Hadamard manifolds
A unified convergence framework for nonmonotone inexact decomposition methods
A class of Dantzig-Wolfe type decomposition methods for variational inequality problems
Solutions to inexact resolvent inclusion problems with applications to nonlinear analysis and optimization

Uses Software

PLCP

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