Displaying similar documents to “A generalized proximal point algorithm for the nonlinear complementarity problem”

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 ...