The rate of convergence of proximal method of multipliers for nonlinear programming
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DOI: 10.1080/10556788.2020.1738435
Abstract: We analyze the rate of convergence of the proximal method of multipliers for non-convex nonlinear programming problems. First, we prove, under the strict complementarity condition, that the rate of convergence of the proximal method of… read more here.
Keywords: rate convergence; method multipliers; proximal method; convergence proximal ... See more keywords