Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations
| Autor: | M. Marques Alves, Renato D. C. Monteiro, Benar Fux Svaiter |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
021103 operations research
Control and Optimization Applied Mathematics Mathematics::Optimization and Control 0211 other engineering and technologies 02 engineering and technology Management Science and Operations Research 01 natural sciences 010101 applied mathematics Convex optimization Applied mathematics Order (group theory) 0101 mathematics Mathematics |
| Zdroj: | Optimization. 68:1521-1550 |
| ISSN: | 1029-4945 0233-1934 |
| DOI: | 10.1080/02331934.2019.1597357 |
| Popis: | This paper studies the iteration-complexity of a new primal-dual algorithm based on Rockafellar's proximal method of multipliers (PMM) for solving smooth convex programming problems with in... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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