Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
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Cites work
- scientific article; zbMATH DE number 3494173 (Why is no real title available?)
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- scientific article; zbMATH DE number 679861 (Why is no real title available?)
- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
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- A Generalization of the Proximal Point Algorithm
- A Variable Metric Proximal Point Algorithm for Monotone Operators
- A customized proximal point algorithm for convex minimization with linear constraints
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A family of variable metric proximal methods
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A general framework for a class of first order primal-dual algorithms for convex optimization in imaging science
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
- A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
- A proximal point algorithm revisit on the alternating direction method of multipliers
- A splitting algorithm for dual monotone inclusions involving cocoercive operators
- A splitting method for separable convex programming
- A unified primal-dual algorithm framework based on Bregman iteration
- A variable-penalty alternating directions method for convex optimization
- Alternating direction method with Gaussian back substitution for separable convex programming
- An augmented Lagrangian based parallel splitting method for separable convex minimization with applications to image processing
- Application of the alternating direction method of multipliers to separable convex programming problems
- Atomic Decomposition by Basis Pursuit
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Convergence analysis of primal-dual algorithms for a saddle-point problem: from contraction perspective
- Convex Analysis
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Generalized proximal point algorithm for convex optimization
- Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers
- Mixed and Hybrid Finite Element Methods
- Mixed variational inequalities arising in elastoplasticity
- Modified Lagrangians in convex programming and their generalizations
- Monotone Operators and the Proximal Point Algorithm
- Multiplier and gradient methods
- Nonlinear total variation based noise removal algorithms
- Numerical solution of saddle point problems
- On the Convergence of the Proximal Point Algorithm for Convex Minimization
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the Finite Element Method for Mixed Variational Inequalities Arising in Elastoplasticity
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
- Partial proximal point method for nonmonotone equilibrium problems
- Proximal-point algorithm using a linear proximal term
- Proximité et dualité dans un espace hilbertien
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
Cited in
(42)- On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective
- On the convergence rate of customized proximal point algorithm for convex optimization and saddle-point problem
- Inertial accelerated primal-dual methods for linear equality constrained convex optimization problems
- PPA-like contraction methods for convex optimization: a framework using variational inequality approach
- Regularized Jacobi-type ADMM-methods for a class of separable convex optimization problems in Hilbert spaces
- A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA
- Accelerated primal-dual methods with adaptive parameters for composite convex optimization with linear constraints
- A parameterized proximal point algorithm for separable convex optimization
- A double extrapolation primal-dual algorithm for saddle point problems
- Two proximal splitting methods for multi-block separable programming with applications to stable principal component pursuit
- General parameterized proximal point algorithm with applications in statistical learning
- Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
- Efficient iterative method for SOAV minimization problem with linear equality and box constraints and its linear convergence
- An implementable first-order primal-dual algorithm for structured convex optimization
- On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
- An efficient Peaceman-Rachford splitting method for constrained TGV-shearlet-based MRI reconstruction
- A class of customized proximal point algorithms for linearly constrained convex optimization
- Point process estimation with Mirror Prox algorithms
- Tight ergodic sublinear convergence rate of the relaxed proximal point algorithm for monotone variational inequalities
- A customized proximal point algorithm for stable principal component pursuit with nonnegative constraint
- On the linear convergence of the general first order primal-dual algorithm
- A primal-dual prediction-correction algorithm for saddle point optimization
- 3D diffeomorphic image registration with Cauchy–Riemann constraint and lower bounded deformation divergence
- A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application
- Approximate customized proximal point algorithms for separable convex optimization
- Quadratic kernel-free least squares support vector machine for target diseases classification
- A primal-dual proximal point algorithm for constrained convex programs
- Dual-primal proximal point algorithms for extended convex programming
- A partially proximal linearized alternating minimization method for finding Dantzig selectors
- A customized proximal point algorithm for convex minimization with linear constraints
- Two new customized proximal point algorithms without relaxation for linearly constrained convex optimization
- A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings
- Diffeomorphic image registration with an optimal control relaxation and its implementation
- A new penalty dual-primal augmented Lagrangian method and its extensions
- A New Insight on Augmented Lagrangian Method with Applications in Machine Learning
- A generalized forward-backward splitting operator: degenerate analysis and applications
- Inertial accelerated augmented Lagrangian algorithms with scaling coefficients to solve exactly and inexactly linearly constrained convex optimization problems
- A globally linearly convergent method for pointwise quadratically supportable convex-concave saddle point problems
- A dual-primal balanced augmented Lagrangian method for linearly constrained convex programming
- An alternative extrapolation scheme of PDHGM for saddle point problem with nonlinear function
- The developments of proximal point algorithms
- Robust linear neural network for constrained quadratic optimization
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