Dual convergence for penalty proximal point algorithms in convex programming

Author	dc.contributor.author	Álvarez Daziano, Felipe
Author	dc.contributor.author	Carrasco, Miguel	es_CL
Author	dc.contributor.author	Champion, Thierry	es_CL
Admission date	dc.date.accessioned	2010-04-29T13:19:21Z
Available date	dc.date.available	2010-04-29T13:19:21Z
Publication date	dc.date.issued	2007
Identifier	dc.identifier.uri	https://repositorio.uchile.cl/handle/2250/125306
Abstract	dc.description.abstract	We 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.	en_US
Lenguage	dc.language.iso	en	en_US
Keywords	dc.subject	convex programming	en_US
Título	dc.title	Dual convergence for penalty proximal point algorithms in convex programming	en_US
Document type	dc.type	Artículo de revista