Dual convergence for penalty algorithms in convex programming

DOI10.1007/s10957-011-9967-3zbMath1254.90160OpenAlexW2040744611WikidataQ57652217 ScholiaQ57652217MaRDI QIDQ430935

Thierry Champion, Miguel Carrasco, Felipe Alvarez

Publication date: 26 June 2012

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

Full work available at URL: http://hdl.handle.net/10533/128196

zbMATH Keywords

Convex optimization problemsdual convergencegeneral penalty methodsproximal penalty methods

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Penalty-proximal methods in convex programming
• Proximal methods in view of interior-point strategies
• Stable exponential-penalty algorithm with superlinear convergence
• Coupling the proximal point algorithm with approximation methods
• A nonlinear programming algorithm based on non-coercive penalty functions
• A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
• Examples of ill-behaved central paths in convex optimization
• Primal and dual convergence of a proximal point exponential penalty method for linear programming
• Combined relaxation methods for finding equilibrium points and solving related problems
• Active Set Identification in Nonlinear Programming
• Path-Following Methods for Linear Programming
• On the Accurate Identification of Active Constraints
• Central Paths, Generalized Proximal Point Methods, and Cauchy Trajectories in Riemannian Manifolds
• Numerical Stability and Efficiency of Penalty Algorithms
• Quadratic rate of convergence for a primal-dual exponential penalty algorithm
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Tubularity and Asymptotic Convergence of Penalty Trajectories in Convex Programming
• Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm
• Viscosity Solutions of Minimization Problems
• An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
• Convergence of a Hybrid Projection-Proximal Point Algorithm Coupled with Approximation Methods in Convex Optimization
• On the Subdifferentiability of Convex Functions

This page was built for publication: Dual convergence for penalty algorithms in convex programming