Displaying similar documents to “A proximal regularization of the steepest descent method”

Convergence of prox-regularization methods for generalized fractional programming

Ahmed Roubi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

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We analyze the convergence of the prox-regularization algorithms introduced in [1], to solve generalized fractional programs, without assuming that the optimal solutions set of the considered problem is nonempty, and since the objective functions are variable with respect to the iterations in the auxiliary problems generated by Dinkelbach-type algorithms DT1 and DT2, we consider that the regularizing parameter is also variable. On the other hand we study the convergence when the iterates...

A sequential iteration algorithm with non-monotoneous behaviour in the method of projections onto convex sets

Gilbert Crombez (2006)

Czechoslovak Mathematical Journal

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The method of projections onto convex sets to find a point in the intersection of a finite number of closed convex sets in a Euclidean space, may lead to slow convergence of the constructed sequence when that sequence enters some narrow “corridor” between two or more convex sets. A way to leave such corridor consists in taking a big step at different moments during the iteration, because in that way the monotoneous behaviour that is responsible for the slow convergence may be interrupted....

Rescaled proximal methods for linearly constrained convex problems

Paulo J.S. Silva, Carlos Humes (2007)

RAIRO - Operations Research

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We present an inexact interior point proximal method to solve linearly constrained convex problems. In fact, we derive a primal-dual algorithm to solve the KKT conditions of the optimization problem using a modified version of the rescaled proximal method. We also present a pure primal method. The proposed proximal method has as distinctive feature the possibility of allowing inexact inner steps even for Linear Programming. This is achieved by using an error criterion that ...