Penalty-proximal methods in convex programming (Q1091267)
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English | Penalty-proximal methods in convex programming |
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Penalty-proximal methods in convex programming (English)
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1987
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An implementable algorithm for constrained nonsmooth convex programs with the proximal method. In the case of a linear program, the convergence is finite.
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convergence analysis
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constrained nonsmooth convex programs
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proximal method
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