Orlando Sarmiento

Convergence rate of a proximal multiplier algorithm for separable convex minimization

  • Paulo Roberto Oliveira
  • Erik Alex Papa Quiroz
  • Orlando Sarmiento
    • Categories Convex Optimization

    The proximal multiplier method with proximal distances (PMAPD) proposed by O. Sarmiento C., E. A. Papa Quiroz and P. R. Oliveira, applied to solve a convex program with separable structure unified the works of Chen and Teboulle (PCPM method), Kyono and Fukushima (NPCPMM) and Auslender and Teboulle (EPDM) and extended the convergence properties for the … Read more

    A proximal multiplier method for separable convex minimization

  • Paulo Roberto Oliveira
  • Erik Alex Papa Quiroz
  • Orlando Sarmiento
    • Categories Convex Optimization, Nonlinear Optimization, Nonsmooth Optimization

    In this paper, we propose an inexact proximal multiplier method using proximal distances for solving convex minimization problems with a separable structure. The proposed method unified the work of Chen and Teboulle (PCPM method), Kyono and Fukushima (NPCPMM) and Auslender and Teboulle (EPDM) and extends the convergence properties for a class of phi-divergence distances. We … Read more