Regularized Interior Proximal Alternating Direction Method for Separable Convex Optimization Problems

In this article we present a version of the proximal alternating direction method for a convex problem with linear constraints and a separable objective function, in which the standard quadratic regularizing term is replaced with an interior proximal metric for those variables that are required to satisfy some additional convex constraints. Moreover, the proposed method … Read more

Convergence to the optimal value for barrier methods combined with Hessian Riemannian gradient flows and generalized proximal algorithms

We consider the problem $\min_{x\in\R^n}\{f(x)\mid Ax=b, \ x\in\overline{C},\ g_j(x)\le0,\ j=1,\ldots,s\}$, where $b\in\R^m$, $A\in\R^{m\times n}$ is a full rank matrix, $\overline{C}$ is the closure of a nonempty, open and convex subset $C$ of $\R^n$, and $g_j(\cdot)$, $ j=1,\ldots,s$, are nonlinear convex functions. Our strategy consists firstly in to introduce a barrier-type penalty for the constraints $g_j(x)\le0$, … Read more

A continuous model for open pit mine planning

This paper proposes a new mathematical model for the open pit mine planning problem, based on continuous functional analysis. The traditional models for this problem have been constructed by using discrete 0-1 decision variables, giving rise to large-scale combinatorial and Mixed Integer Programming (MIP) problems. Instead, we use a continuous approach which allows for a … Read more

Interior Proximal Algorithm with Variable Metric for Second-Order Cone Programming: Applications to Structural Optimization and Support Vector Machines

In this work, we propose an inexact interior proximal type algorithm for solving convex second-order cone programs. This kind of problems consists of minimizing a convex function (possibly nonsmooth) over the intersection of an affine linear space with the Cartesian product of second-order cones. The proposed algorithm uses a distance variable metric, which is induced … Read more

Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems

We consider a quadratic optimal control problem governed by a nonautonomous affine differential equation subject to nonnegativity control constraints. For a general class of interior penalty functions, we show how to compute the principal term of the pointwise expansion of the state and the adjoint state. Our main argument relies on the following fact: If … Read more

Asymptotic almost-equivalence of abstract evolution systems

We study the asymptotic behavior of almost-orbits of abstract evolution systems in Banach spaces with or without a Lipschitz assumption. In particular, we establish convergence, convergence in average and almost-convergence of almost-orbits both for the weak and the strong topologies based on the behavior of the orbits. We also analyze the set of almost-stationary points. … Read more

Asymptotic equivalence and Kobayashi-type estimates for nonautonomous monotone operators in Banach spaces

We provide a sharp generalization to the nonautonomous case of the well-known Ko\-ba\-yashi estimate for proximal iterates associated with maximal monotone operators. We then derive a bound for the distance between a continuous-in-time trajectory, namely the solution to the differential inclusion $\dot{x} + A(t)x\ni 0$, and the corresponding proximal iterations. We also establish continuity properties … Read more

Convergence of a hybrid projection-proximal point algorithm coupled with approximation methods in convex optimization

In order to minimize a closed convex function that is approximated by a sequence of better behaved functions, we investigate the global convergence of a generic diagonal hybrid algorithm, which consists of an inexact relaxed proximal point step followed by a suitable orthogonal projection onto a hyperplane. The latter permits to consider a fixed relative … Read more