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

DOI10.1080/02331939508844076MaRDI QIDQ4836766zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

proximal algorithmsaddle-point problemsconvex-concave functions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4030337 (Why is no real title available?)
• scientific article; zbMATH DE number 125245 (Why is no real title available?)
• Coupling proximal methods and variational convergence
• Monotone Operators and the Proximal Point Algorithm
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Penalty-proximal methods in convex programming
• 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 -subgradient methods for convex programs and convex-concave saddle-point problems.
• scientific article; zbMATH DE number 4119062 (Why is no real title available?)
• 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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