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A generalized multi-parameterized proximal point algorithm for linearly constrained convex optimization problem

delete2026-03-01
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PRE
AI
C
Chang Liu *
X
Xu, Muyun
S
Shen, Yuan
DOI:10.1016/j.cam.2026.117529delete
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Abstract

Abstract

En 中文
Proximal point algorithm (PPA) is an important class of methods for solving the linearly constrained convex problem. In this article, we propose a generalized multi-parameterized proximal point algorithm (GM-PPA) to solve the linearly constrained convex minimization problem by introducing a new generized proximal matrix to the prototypical framework of PPA. The proposed algorithm reduces to some existing algorithms when these parameters take some certain values. Therefore, the proposed method is more general and flexible. Also, by appropriately setting the newly involved parameters, our algorithm should converge faster than some existing PPAs. Numerical experiments on synthetic problem were conducted to demonstrate the efficiency of our algorithm.
Keywords:
Customized proximal point algorithm
Proximal point algorithm
Linearly constraint convex optimization
problem
Global convergence

Journal

J
Journal of Computational and Applied Mathematics
IF:
2.6
Papers:
315
Citations:
0

Organization

N
nanjing university of finance & economics
Scholars:
160
Papers: 91
Citations: 0