Proximal alternating penalty algorithms for nonsmooth constrained convex optimization
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DOI: 10.1007/s10589-018-0033-z
Abstract: We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combination of the classical quadratic penalty, alternating minimization, Nesterov’s… read more here.
Keywords: proximal alternating; alternating penalty; constrained convex; penalty ... See more keywords