A primal-dual proximal point algorithm for constrained convex programs

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摘要

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.

论文关键词：Proximal point method,Bregman functions,Multipliers method

论文评审过程：Available online 20 March 2004.

论文官网地址：https://doi.org/10.1016/j.amc.2003.12.137