Convergence Rate Analysis of Nonquadratic Proximal Methods for Convex and Linear Programming

From MaRDI portal
Publication:4864878

DOI10.1287/moor.20.3.657zbMath0845.90099OpenAlexW2007909218MaRDI QIDQ4864878

Marc Teboulle, Alfredo Noel Iusem

Publication date: 16 September 1996

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.20.3.657



Related Items

A proximal method with logarithmic barrier for nonlinear complementarity problems, Some properties of generalized proximal point methods for quadratic and linear programming, Decomposition Methods Based on Augmented Lagrangians: A Survey, Nonlinear rescaling and proximal-like methods in convex optimization, The developments of proximal point algorithms, Error bounds in mathematical programming, An interior-proximal method for convex linearly constrained problems and its extension to variational inequalities, Subgradient method with entropic projections for convex nondifferentiable minimization, Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant, On some properties of generalized proximal point methods for variational inequalities, An entropy-like proximal algorithm and the exponential multiplier method for convex symmetric cone programming, Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm, An extension of proximal methods for quasiconvex minimization on the nonnegative orthant, Rescaled proximal methods for linearly constrained convex problems, Modified Lagrangian methods for separable optimization problems, An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems, Entropy-like proximal algorithms based on a second-order homogeneous distance function for quasi-convex programming, Augmented Lagrangian applied to convex quadratic problems, Logarithmic quasi-distance proximal point scalarization method for multi-objective programming, On a proximal point method for convex optimization in banach spaces, INEXACT VERSIONS OF PROXIMAL POINT AND AUGMENTED LAGRANGIAN ALGORITHMS IN BANACH SPACES, A new family of penalties for augmented Lagrangian methods, Non-Convex feasibility problems and proximal point methods, A proximal point algorithm with a ϕ-divergence for quasiconvex programming, Dual convergence of the proximal point method with Bregman distances for linear programming, Interior proximal methods and central paths for convex second-order cone programming, Generalized Proximal Distances for Bilevel Equilibrium Problems, On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming, Approximate iterations in Bregman-function-based proximal algorithms, A proximal trust-region algorithm for column generation stabilization, Decomposition for structured convex programs with smooth multiplier methods