On the convergence of the proximal algorithm for saddle-point problems

DOI10.1080/02331939508844076zbMATH Open0821.90105OpenAlexW2090293948MaRDI QIDQ4836766FDOQ4836766

Authors: Abdellatif Moudafi 

Publication date: 21 June 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844076

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zbMATH Keywords

proximal algorithmsaddle-point problemsconvex-concave functions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Cites Work

• Monotone Operators and the Proximal Point Algorithm
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Penalty-proximal methods in convex programming
• Coupling proximal methods and variational convergence
• Title not available (Why is that?)
• Title not available (Why is that?)
• Two general methods for computing saddle points with applications for decomposing convex programming problems

Cited In (6)

• On the convergence rate of customized proximal point algorithm for convex optimization and saddle-point problem
• On the convergence of conditional \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems.
• Title not available (Why is that?)
• Convergence results of an approximation method for constrained saddle point problems
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Proximal projection methods for variational inequalities and Cesáro averaged approximations

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