A primal-dual proximal point algorithm for constrained convex programs

doi:10.1016/j.amc.2003.12.137

A primal-dual proximal point algorithm for constrained convex programs

2005-03-01

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Abdelouahed Hamdi

DOI：10.1016/j.amc.2003.12.137

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We present a primal-dual application of the proximal point algorithm to solve convex constrained minimization problems. Motivated by the work of Eckstein [Math. Oper. Res. 18 (1993) 203] about the generalized proximal point method, we propose here a mixed proximal multipliers method where we improve the result of Eckstein [Math. Oper. Res. 18 (1993) 203] Theorem 1. (C) 2004 Elsevier Inc. All rights reserved.

Keywords:

proximal point method

Bregman functions

multipliers method

A primal-dual proximal point algorithm for constrained convex programs

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