A practical general approximation criterion for methods of multipliers based on Bregman distances

DOI10.1007/s10107-003-0374-xzbMath1023.90048OpenAlexW2060627718MaRDI QIDQ1396823

Jonathan Eckstein

Publication date: 13 July 2003

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0374-x

zbMATH Keywords

convex programmingaugmented Lagrangianconjugate duality framework

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Variational inequalities (49J40)

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Steered sequential projections for the inconsistent convex feasibility problem ⋮ A practical relative error criterion for augmented Lagrangians ⋮ A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems ⋮ Approximate ADMM algorithms derived from Lagrangian splitting ⋮ Proximal methods for nonlinear programming: Double regularization and inexact subproblems ⋮ Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming ⋮ Duality for generalized equilibrium problem

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