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Strict convex regularizations, proximal points and augmented lagrangians

Carlos Humes Jr.Paulo Jose Da Silva E Silva — 2010

RAIRO - Operations Research

Proximal Point Methods (PPM) can be traced to the pioneer works of Moreau [16], Martinet [14, 15] and Rockafellar [19, 20] who used as regularization function the square of the Euclidean norm. In this work, we study PPM in the context of optimization and we derive a class of such methods which contains Rockafellar's result. We also present a less stringent criterion to the acceptance of an approximate solution to the subproblems that arise in the inner loops of PPM. Moreover, we introduce a new...

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