On the convergence rate of customized proximal point algorithm for convex optimization and saddle-point problem

DOI10.1360/012011-1049MaRDI QIDQ5017754zbMATH OpenOpenAlexFDO

Authors Yuan Shen, Bingsheng He

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/012011-1049

zbMATH Keywords

convex optimizationconvergence ratemonotone operator

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(12)

• PPA-like contraction methods for convex optimization: a framework using variational inequality approach
• The auxiliary problem principle with self-adaptive penalty parameter for multi-area economic dispatch problem
• Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
• A proximal bundle approach for solving the generalized variational inequalities with inexact data
• A proximal point algorithm based on decomposition method for cone constrained multiobjective optimization problems
• The new inexact bundle-type technique to solve variational inequalities of composite structures
• A proximal point-like method for symmetric finite element model updating problems
• A generalized multi-parameterized proximal point algorithm for linearly constrained convex optimization problem
• Two new customized proximal point algorithms without relaxation for linearly constrained convex optimization
• On the convergence of the proximal algorithm for saddle-point problems
• Convergence analysis on an accelerated proximal point algorithm for linearly constrained optimization problems
• Improved Lagrangian-PPA based prediction correction method for linearly constrained convex optimization

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