Rescaling and stepsize selection in proximal methods using separable generalized distances

DOI10.1137/S1052623499365784MaRDI QIDQ2784410zbMATH OpenOpenAlexFDO

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

Publication date 23 April 2002

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623499365784

zbMATH Keywords

convex programmingvariational inequalitiesproximal algorithmsBregman distances\(\varphi\)-divergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40)

Recommendations

• A proximal multiplier method for separable convex minimization
• Convergence rate of a proximal multiplier algorithm for separable convex minimization
• Convergence of Proximal-Like Algorithms
• Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
• Entropy-Like Proximal Methods in Convex Programming

Cited in

(18)

• Proximal methods for nonlinear programming: Double regularization and inexact subproblems
• Rescaled proximal methods for linearly constrained convex problems
• A note on the existence of zeroes of convexly regularized sums of maximal monotone operators
• A new logarithmic-quadratic proximal method for nonlinear complementarity problems
• A proximal method with logarithmic barrier for nonlinear complementarity problems
• A proximal multiplier method for separable convex minimization
• On some steplength approaches for proximal algorithms
• On inexact generalized proximal methods with a weakened error tolerance criterion
• A new accuracy criterion for approximate proximal point algorithms
• Re-examination of Bregman functions and new properties of their divergences
• Approximate proximal methods in vector optimization
• Proximal distance algorithms: theory and practice
• A new family of penalties for augmented Lagrangian methods
• Nonmonotone projected gradient methods based on barrier and Euclidean distances
• Double-regularization proximal methods, with complementarity applications
• Interior proximal method without the cutting plane property
• Solutions to inexact resolvent inclusion problems with applications to nonlinear analysis and optimization
• Hybrid approximate proximal method with auxiliary variational inequality for vector optimization

This page was built for publication: Rescaling and stepsize selection in proximal methods using separable generalized distances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2784410)