Dual convergence for penalty proximal point algorithms in convex programming

dc.creatorÁlvarez Daziano, Felipe
dc.creatorCarrasco, Miguel
dc.creatorChampion, Thierry
dc.date.accessioned2010-04-29T13:19:21Z
dc.date.available2010-04-29T13:19:21Z
dc.date.created2010-04-29T13:19:21Z
dc.date.issued2007
dc.identifierhttps://repositorio.uchile.cl/handle/2250/125306
dc.description.abstractWe consider an implicit iterative method in convex programming which combines inexact variants of the proximal point algorithm, with parametric penalty functions. We investigate a multiplier sequence which is explicitly computed in terms of the primal sequence generated by the iterative method, providing some conditions on the parameters in order to ensure convergence towards a particular dual optimal solution.
dc.languageen
dc.subjectconvex programming
dc.titleDual convergence for penalty proximal point algorithms in convex programming
dc.typeArtículo de revista


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