Search Results - subject:"proximal point algorithm"

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - 2006

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to...

Persistent link: https://www.econbiz.de/10013208501

Computing Normalized Equilibria in Convex-Concave Games

Flåm, Sjur Didrik; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2006

- variational inequalities, exact penalty, subgradient projection, proximal point algorithm, partial regularization, saddle points …. Bertsekas, On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators … proximal point algorithm, SIAM J. Control and Optimization 28(3) 5003-512 (1990). [15] P. T. Harker and J. S. Pang, Finite …

Persistent link: https://www.econbiz.de/10008925668

A customized proximal point algorithm for convex minimization with linear constraints

He, Bingsheng; Yuan, Xiaoming; Zhang, Wenxing - In: Computational Optimization and Applications 56 (2013) 3, pp. 559-572

This paper demonstrates a customized application of the classical proximal point algorithm (PPA) to the convex …

Persistent link: https://www.econbiz.de/10010896515

Strong convergence of a regularization method for Rockafellar’s proximal point algorithm

Tian, ChangAn; Song, Yisheng - In: Journal of Global Optimization 55 (2013) 4, pp. 831-837

’s proximal point algorithm under more relaxed conditions on the sequences {r <Subscript> k </Subscript>} and {t <Subscript> k …

Persistent link: https://www.econbiz.de/10010994018

An extension of the proximal point algorithm with Bregman distances on Hadamard manifolds

Quiroz, E. Papa - In: Journal of Global Optimization 56 (2013) 1, pp. 43-59

In this paper we present an extension of the proximal point algorithm with Bregman distances to solve constrained …

Persistent link: https://www.econbiz.de/10010994071

A supplement to a regularization method for the proximal point algorithm

Saejung, Satit - In: Journal of Global Optimization 56 (2013) 1, pp. 121-129

The purpose of this paper is to show that the iterative scheme recently studied by Xu (J Glob Optim 36(1):115–125, <CitationRef CitationID="CR8">2006</CitationRef>) is the same as the one studied by Kamimura and Takahashi (J Approx Theory 106(2):226–240, <CitationRef CitationID="CR2">2000</CitationRef>) and to give a supplement to these results. With the new technique proposed...</citationref></citationref>

Persistent link: https://www.econbiz.de/10010994118

An inexact proximal point algorithm for maximal monotone vector fields on Hadamard manifolds

Tang, Guo-ji; Huang, Nan-jing - In: Operations research letters 41 (2013) 6, pp. 586-591

Persistent link: https://www.econbiz.de/10010236166

Interior proximal methods for quasiconvex optimization

Langenberg, Nils; Tichatschke, Rainer - In: Journal of Global Optimization 52 (2012) 3, pp. 641-661

Persistent link: https://www.econbiz.de/10010896435

On the contraction-proximal point algorithms with multi-parameters

Wang, Fenghui; Cui, Huanhuan - In: Journal of Global Optimization 54 (2012) 3, pp. 485-491

In this paper we consider the contraction-proximal point algorithm: <InlineEquation ID="IEq1"> <EquationSource Format …

Persistent link: https://www.econbiz.de/10010994138

A Lyusternik–Graves theorem for the proximal point method

Artacho, Francisco Aragón; Gaydu, Michaël - In: Computational Optimization and Applications 52 (2012) 3, pp. 785-803

We consider a generalized version of the proximal point algorithm for solving the perturbed inclusion y∈T(x), where y …

Persistent link: https://www.econbiz.de/10010998271