Proximal methods for nonlinear programming: Double regularization and inexact subproblems

DOI10.1007/S10589-009-9274-1zbMATH Open1220.90164OpenAlexW2090589861MaRDI QIDQ975360FDOQ975360

Jonathan Eckstein, Paulo José da Silva e Silva

Publication date: 9 June 2010

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-009-9274-1

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zbMATH Keywords

nonlinear programmingaugmented Lagrangiansproximal algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

Cites Work

• Title not available (Why is that?)
• Benchmarking optimization software with performance profiles.
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• Convex Analysis
• A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
• A nonsmooth version of Newton's method
• Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
• Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Title not available (Why is that?)
• A logarithmic-quadratic proximal method for variational inequalities
• Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels
• A New Active Set Algorithm for Box Constrained Optimization
• Proximal minimization algorithm with \(D\)-functions
• Double-regularization proximal methods, with complementarity applications
• Rescaling and stepsize selection in proximal methods using separable generalized distances
• Inexact Variants of the Proximal Point Algorithm without Monotonicity
• Title not available (Why is that?)
• Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
• An inexact hybrid generalized proximal point algorithm and some new results on the theory of Bregman functions
• Entropic Proximal Mappings with Applications to Nonlinear Programming
• Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• Nonsmooth Equations: Motivation and Algorithms
• A practical general approximation criterion for methods of multipliers based on Bregman distances
• Rate of Convergence of Several Conjugate Gradient Algorithms
• Nonmonotone projected gradient methods based on barrier and Euclidean distances
• Some inexact hybrid proximal augmented Lagrangian algorithms

Cited In (4)

• A general self-adaptive relaxed-PPA method for convex programming with linear constraints
• Interior proximal method without the cutting plane property
• Alternating forward-backward splitting for linearly constrained optimization problems
• A practical relative error criterion for augmented Lagrangians

Uses Software

• LANCELOT
• SciPy
• Python

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