On the convergence of the proximal algorithm for saddle-point problems

DOI10.1080/02331939508844076zbMath0821.90105OpenAlexW2090293948MaRDI QIDQ4836766

Abdellatif Moudafi

Publication date: 21 June 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844076

zbMATH Keywords

saddle-point problemsproximal algorithmconvex-concave functions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (1)

Proximal projection methods for variational inequalities and Cesáro averaged approximations

Cites Work

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• Two general methods for computing saddle points with applications for decomposing convex programming problems
• Penalty-proximal methods in convex programming
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Monotone Operators and the Proximal Point Algorithm
• Coupling proximal methods and variational convergence

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