Modified proximal point algorithm for extended linear-quadratic programming

DOI10.1007/BF00253806zbMath0764.90067OpenAlexW1982944912MaRDI QIDQ1203069

Ciyou Zhu

Publication date: 4 February 1993

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

Full work available at URL: https://doi.org/10.1007/bf00253806

zbMATH Keywords

saddle pointextended linear-quadratic programmingquasi-Newton variationsvariations of the proximal point approach

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

Solving large-scale minimax problems with the primal-dual steepest descent algorithm, Convergence analysis of some methods for minimizing a nonsmooth convex function

Cites Work

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• Some continuity properties of polyhedral multifunctions
• Quasi-Newton Methods, Motivation and Theory
• Monotone Operators and the Proximal Point Algorithm
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• Linear-Quadratic Programming and Optimal Control
• Proximité et dualité dans un espace hilbertien
• Convex Analysis
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