Article ID Journal Published Year Pages File Type
9506992 Applied Mathematics and Computation 2005 11 Pages PDF
Abstract
We present a primal-dual application of the proximal point algorithm to solve convex constrained minimization problems. Motivated by the work of Eckstein [Math. Oper. Res. 18 (1993) 203] about the generalized proximal point method, we propose here a mixed proximal multipliers method where we improve the result of Eckstein [Math. Oper. Res. 18 (1993) 203] Theorem 1.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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