Rescaled proximal methods for linearly constrained convex problems

DOI10.1051/RO:2007032MaRDI QIDQ3515390zbMATH OpenOpenAlexFDO

Authors Paulo José da Silva e Silva, Carlos jun. Humes

Publication date 29 July 2008

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RO_2007__41_4_367_0, https://eudml.org/doc/105381

zbMATH Keywords

interior proximal methodslinearly constrained convex problems

Mathematics Subject Classification ID

Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

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• Convergence Rate Analysis of Nonquadratic Proximal Methods for Convex and Linear Programming
• Convex Analysis
• Double-regularization proximal methods, with complementarity applications
• Entropic Proximal Mappings with Applications to Nonlinear Programming
• Entropy-Like Proximal Methods in Convex Programming
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• On the convergence of the exponential multiplier method for convex programming
• Path-Following Methods for Linear Programming
• Proximal minimization algorithm with \(D\)-functions
• Rescaling and stepsize selection in proximal methods using separable generalized distances

Cited in

(7)

• Rescaled pure greedy algorithm for convex optimization
• Proximal point nonlinear rescaling method for convex optimization
• Lagrangian-penalization algorithm for constrained optimization and variational inequalities
• An infeasible interior proximal method for convex programming problems with linear constraints
• An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• Nonlinear rescaling as interior quadratic prox method in convex optimization

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