Gu, Guoyong; He, Bingsheng; Yuan, Xiaoming - In: Computational Optimization and Applications 59 (2014) 1, pp. 135-161
This paper focuses on some customized applications of the proximal point algorithm (PPA) to two classes of problems: the convex minimization problem with linear constraints and a generic or separable objective function, and a saddle-point problem. We treat these two classes of problems uniformly...