A proximal multiplier method for separable convex minimization

O. Sarmiento, E. A. Papa Quiroz, P. R. Oliveira

Research output: Contribution to journalArticle

3 Scopus citations

Abstract

© 2015 Taylor & Francis. 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 unifies the works of Chen and Teboulle (PCPM method), Kyono and Fukushima (NPCPMM) and Auslender and Teboulle (EPDM), and extends the convergence properties for the class of (Formula presented.) -divergence distances. We prove, under standard assumptions, that the iterations generated by the method are well defined and the sequence converges to an optimal solution of the problem.
Original languageAmerican English
Pages (from-to)501-537
Number of pages37
JournalOptimization
DOIs
StatePublished - 1 Feb 2016

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