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

DOI10.1360/012011-1049zbMATH Open1488.90137OpenAlexW2320810314MaRDI QIDQ5017754FDOQ5017754

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

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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)

Cited In (6)

• 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
• A proximal point algorithm based on decomposition method for cone constrained multiobjective optimization problems
• A proximal point-like method for symmetric finite element model updating problems
• On the convergence of the proximal algorithm for saddle-point problems
• Improved Lagrangian-PPA based prediction correction method for linearly constrained convex optimization

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