Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm

Authors:
R. Cominetti;M. Courdurier
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
2002

Citing 0
Cited 3

Convergence of a Hybrid Projection-Proximal Point Algorithm Coupled with Approximation Methods in Convex Optimization

Mathematics of Operations Research
Prox-Penalization and Splitting Methods for Constrained Variational Problems

SIAM Journal on Optimization
Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities

SIAM Journal on Optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

We study the asymptotic behavior of the continuous flow generated by coupling the steepest descent method with a general class of penalty schemes for convex programming. We establish convergence of the trajectories towards primal optimal solutions, as well as convergence of some naturally associated dual paths. The results are extended to the sequences generated by an implicit discretization scheme which corresponds to the coupling of an inexact proximal point iteration with the penalty schemes.