Search Results - subject:"proximal point method"

On a primal-dual Newton proximal method for convex quadratic programs

De Marchi, Alberto - In: Computational Optimization and Applications 81 (2022) 2, pp. 369-395

This paper introduces QPDO, a primal-dual method for convex quadratic programs which builds upon and weaves together the proximal point algorithm and a damped semismooth Newton method. The outer proximal regularization yields a numerically stable method, and we interpret the proximal operator as...

Persistent link: https://www.econbiz.de/10015110227

Algorithms for difference-of-convex programs based on difference-of-Moreau-envelopes smoothing

Sun, Kaizhao; Sun, Xu Andy - In: INFORMS journal on optimization 5 (2023) 4, pp. 321-339

Persistent link: https://www.econbiz.de/10014433471

Stochastic optimization with decision-dependent distributions

Drusvyatskiy, Dmitriy; Xiao, Lin - In: Mathematics of operations research 48 (2023) 2, pp. 954-998

Persistent link: https://www.econbiz.de/10014314968

A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem

Neto, Joao Xavier da Cruz; Oliveira, P. R.; Soubeyran, … - 2020

Persistent link: https://www.econbiz.de/10012243017

Subgame perfect Nash equilibrium : a learning approach via costs to move

Caruso, Francesco; Ceparano, Maria Carmela; Morgan, … - In: Dynamic games and applications : DGA 9 (2019) 2, pp. 416-432

Persistent link: https://www.econbiz.de/10012225445

A proximal point method for a class of monotone equilibrium problems with linear constraints

Chen, Jiawei; Liou, Yeong-Cheng; Wan, Zhongping; Yao, … - In: Operational research : an international journal 15 (2015) 2, pp. 275-288

Persistent link: https://www.econbiz.de/10011410027

An inexact parallel splitting augmented Lagrangian method for monotone variational inequalities with separable structures

Tao, Min; Yuan, Xiaoming - In: Computational Optimization and Applications 52 (2012) 2, pp. 439-461

Persistent link: https://www.econbiz.de/10010896510

Iterative methods for solving monotone equilibrium problems via dual gap functions

Quoc, Tran; Muu, Le - In: Computational Optimization and Applications 51 (2012) 2, pp. 709-728

Persistent link: https://www.econbiz.de/10010896567

An improved proximal alternating direction method for monotone variational inequalities with separable structure

Yuan, Xiaoming - In: Computational Optimization and Applications 49 (2011) 1, pp. 17-29

Persistent link: https://www.econbiz.de/10009149877

The Proximal Point Method for Nonmonotone Variational Inequalities

Allevi, E.; Gnudi, A.; Konnov, I. - In: Mathematical Methods of Operations Research 63 (2006) 3, pp. 553-565

We consider an application of the proximal point method to variational inequality problems subject to box constraints …

Persistent link: https://www.econbiz.de/10010950252