A platform for research: civil engineering, architecture and urbanism
A platform for research: civil engineering, architecture and urbanism
Inexact Proximal Point Algorithms and Descent Methods in Optimization
Abstract Proximal point methods have been used by the optimization community to analyze different algorithms like multiplier methods for constrained optimization, and bundle methods for nonsmooth problems. This paper aims to be an introduction to the theory of proximal algorithms borrowing ideas from descent methods for unconstrained optimization. This new viewpoint allows us to present a simple and natural convergence proof. We also improve slightly the results from Solodov and Svaiter (1999).
Inexact Proximal Point Algorithms and Descent Methods in Optimization
Abstract Proximal point methods have been used by the optimization community to analyze different algorithms like multiplier methods for constrained optimization, and bundle methods for nonsmooth problems. This paper aims to be an introduction to the theory of proximal algorithms borrowing ideas from descent methods for unconstrained optimization. This new viewpoint allows us to present a simple and natural convergence proof. We also improve slightly the results from Solodov and Svaiter (1999).
Inexact Proximal Point Algorithms and Descent Methods in Optimization
Humes, Carlos (author) / Silva, Paulo J. S. (author)
2005
Article (Journal)
English
Inexact Proximal Point Algorithms and Descent Methods in Optimization
| Springer Verlag | 2005
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