A proximal regularization of the steepest descent method
RAIRO - Operations Research - Recherche Opérationnelle (1995)
- Volume: 29, Issue: 2, page 123-130
- ISSN: 0399-0559
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topIusem, A. N., and Svaiter, B. F.. "A proximal regularization of the steepest descent method." RAIRO - Operations Research - Recherche Opérationnelle 29.2 (1995): 123-130. <http://eudml.org/doc/105100>.
@article{Iusem1995,
author = {Iusem, A. N., Svaiter, B. F.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {proximal point method; quadratic regularization term; steepest descent},
language = {eng},
number = {2},
pages = {123-130},
publisher = {EDP-Sciences},
title = {A proximal regularization of the steepest descent method},
url = {http://eudml.org/doc/105100},
volume = {29},
year = {1995},
}
TY - JOUR
AU - Iusem, A. N.
AU - Svaiter, B. F.
TI - A proximal regularization of the steepest descent method
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1995
PB - EDP-Sciences
VL - 29
IS - 2
SP - 123
EP - 130
LA - eng
KW - proximal point method; quadratic regularization term; steepest descent
UR - http://eudml.org/doc/105100
ER -
References
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- 3. A. N. IUSEM, B. F. SVAITER and M. TEBOULLE, Entropy-like proximal methods in convex programming (to be published in Mathematics of Operations Research). Zbl0821.90092
- 4. B. LEMAIRE, The proximal algorithm, in International Series of Numerical Mathematics, 1989, 87, (J. P. Penot, ed), Birkhauser, Basel, p. 73-87. Zbl0692.90079MR1001168
- 5. J.-J MOREAU, Proximité et dualité dans un espace Hibertien, Bull. Soc. Math. France, 1965, 93, p. 273-299. Zbl0136.12101MR201952
- 6. B. POLYAK, Introduction to Optimization, Optimization Software, New York, 1987. Zbl0652.49002MR1099605
- 7. R. T. ROCKAFELLAR, Augmented Lagragians and applications of the proximal point algorithm in convex programming, Mathematics of Operations Research, 1976, 1, p. 97-116. Zbl0402.90076MR418919
- 8. R. T. ROCKAFELLAR, Monotone operators and the proximal point algorithm, SIAM Journal on Control and Optimization, 1976, 14, p. 877-898. Zbl0358.90053MR410483
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