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检索条件"主题词=proximal point algorithm"
340 条 记 录,以下是211-220 订阅
排序:
An APPA-based descent method with optimal step-sizes for monotone variational inequalities
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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2008年 第2期186卷 486-495页
作者: Li, Min Yuan, Xiao-Ming Nanjing Univ Dept Math Nanjing 210093 Peoples R China Shanghai Jiao Tong Univ Antai Coll Econ & Management Shanghai 200052 Peoples R China
To solve monotone variational inequalities, some existing APPA-based descent methods utilize the iterates generated by the well-known approximate proximal point algorithms (APPA) to construct descent directions. This ... 详细信息
来源: 评论
A partially proximal S-ADMM for separable convex optimization with linear constraints
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APPLIED NUMERICAL MATHEMATICS 2021年 160卷 65-83页
作者: Shen, Yuan Zuo, Yannian Yu, Aolin Nanjing Univ Finance & Econ Sch Appl Math Nanjing 210023 Peoples R China
A classical approach to solving two-block separable convex optimization could be the symmetric alternating direction method of multipliers (S-ADMM). However, its convergence may not be guaranteed for a general multi-b... 详细信息
来源: 评论
Approximate generalized proximal-type method for convex vector optimization problem in Banach spaces
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COMPUTERS & MATHEMATICS WITH APPLICATIONS 2009年 第7期57卷 1196-1203页
作者: Chen, Zhe Huang, Haiqiao Zhao, Kequan Chongqing Normal Univ Dept Math & Comp Sci Chongqing 400047 Peoples R China Hong Kong Polytech Univ Dept Appl Math Hong Kong Hong Kong Peoples R China Beijing Inst Clothing Technol Sch Fash Art & Engn Beijing 100029 Peoples R China
in this paper, we consider a convex vector optimization problem of finding weak Pareto optimal solutions for an extended vector-valued map from a uniformly convex and uniformly smooth Banach space to a real Banach spa... 详细信息
来源: 评论
Solving a class of constrained 'black-box' inverse variational inequalities
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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2010年 第3期204卷 391-401页
作者: He, Bingsheng He, Xiao-Zheng Liu, Henry X. Nanjing Univ Dept Math Nanjing 210093 Peoples R China Univ Minnesota Dept Civil Engn Minneapolis MN 55455 USA
It is well known that a general network economic equilibrium problem can be formulated as a variational inequality (VI) and solving the VI will result in a description of network equilibrium state. In this paper, howe... 详细信息
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AN INEXACT algorithm WITH proximal DISTANCES FOR VARIATIONAL INEQUALITIES
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RAIRO-OPERATIONS RESEARCH 2018年 第1期52卷 159-176页
作者: Papa Quiroz, E. A. Mallma Ramirez, L. Oliveira, P. R. San Marcos Natl Univ Dept Math Lima Peru Univ Fed Rio de Janeiro COPPE PESC Rio Of Janeiro Brazil
In this paper we introduce an inexact proximal point algorithm using proximal distances for solving variational inequality problems when the mapping is pseudomonotone or quasimonotone. Under some natural assumptions w... 详细信息
来源: 评论
CONVERGENCE RATE ANALYSIS OF PRIMAL-DUAL SPLITTING SCHEMES
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SIAM JOURNAL ON OPTIMIZATION 2015年 第3期25卷 1912-1943页
作者: Davis, Damek Univ Calif Los Angeles Dept Math Los Angeles CA 90025 USA Cornell Univ Sch Operat Res & Informat Engn Ithaca NY 14850 USA
Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are bu... 详细信息
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DUALITY RESULTS AND DUAL BUNDLE METHODS BASED ON THE DUAL METHOD OF CENTERS FOR MINIMAX FRACTIONAL PROGRAMS
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SIAM JOURNAL ON OPTIMIZATION 2019年 第2期29卷 1578-1602页
作者: Boufi, Karima Roubi, Ahmed Univ Hassan 1 Fac Sci & Tech Lab MISI Settat Morocco
We propose new duality results for generalized fractional programs (GFP) for a wide class of problems, not limited only to the convex case. Our approach does not use Lagrangian duality, but only an equivalent form of ... 详细信息
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COMPUTING MEDIANS AND MEANS IN HADAMARD SPACES
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SIAM JOURNAL ON OPTIMIZATION 2014年 第3期24卷 1542-1566页
作者: Bacak, Miroslav Max Planck Inst Math Sci D-04103 Leipzig Germany
The geometric median as well as the Frechet mean of points in a Hadamard space are important in both theory and applications. Surprisingly, no algorithms for their computation are hitherto known. To address this issue... 详细信息
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proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs
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JOURNAL OF GLOBAL OPTIMIZATION 2019年 第2期74卷 255-284页
作者: Boualam, H. Roubi, A. Univ Hassan 1 Fac Sci & Tech Lab MISI Settat Morocco
We are interested in this work to solve the Lagrangian dual of a generalized fractional program (GFP), which gives the minimal value of the primal problem, thanks to some duality results. With the help of a general mi... 详细信息
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A multi-parameter parallel ADMM for multi-block linearly constrained separable convex optimization
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APPLIED NUMERICAL MATHEMATICS 2022年 171卷 369-388页
作者: Shen, Yuan Gao, Qianming Yin, Xue Nanjing Univ Finance & Econ Sch Appl Math Nanjing 210023 Peoples R China
The alternating direction method of multipliers (ADMM) has been proved to be effective for solving two-block convex minimization model subject to linear constraints. However, the convergence of multiple-block convex m... 详细信息
来源: 评论