On Relaxation of Some Customized Proximal Point Algorithms for Convex Minimization: From Variational Inequality Perspective
The proximal point algorithm (PPA) is a fundamental method for convex programming. When PPA applied to solve linearly constrained convex problems, we may prefer to choose an appropriate metric matrix to define the proximal regularization, so that the computational burden of the resulted PPA can be reduced, and in most cases, even admit closed form … Read more