The generalized proximal point algorithm with step size 2 is not necessarily convergent
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DOI: 10.1007/s10589-018-9992-3
Abstract: The proximal point algorithm (PPA) is a fundamental method in optimization and it has been well studied in the literature. Recently a generalized version of the PPA with a step size in (0, 2) has been… read more here.
Keywords: step size; step; proximal point; point algorithm ... See more keywords
A Proximal Point Algorithm Revisited and Extended
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DOI: 10.1007/s10957-019-01536-5
Abstract: This note is a reaction to the recent paper by Rouhani and Moradi (J Optim Theory Appl 172:222–235, 2017), where a proximal point algorithm proposed by Boikanyo and Moroşanu (Optim Lett 7:415–420, 2013) is discussed.… read more here.
Keywords: algorithm; algorithm revisited; point algorithm; proximal point ... See more keywords
Interior-point algorithm for sufficient LCPs based on the technique of algebraically equivalent transformation
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DOI: 10.1007/s11590-020-01612-0
Abstract: We present a short-step interior-point algorithm (IPA) for sufficient linear complementarity problems (LCPs) based on a new search direction. An algebraic equivalent transformation (AET) is used on the centrality equation of the central path system… read more here.
Keywords: technique; point algorithm; interior point; sufficient lcps ... See more keywords
An interior-point algorithm for $$P_*(\kappa )$$P∗(κ)-LCP based on a new trigonometric kernel function with a double barrier term
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Applied Mathematics and Computing"
DOI: 10.1007/s12190-015-0978-3
Abstract: In this paper, we present a new large-update interior-point algorithm for $$P_*(\kappa )$$P∗(κ)-linear complementarity problem. The new algorithm is based on a trigonometric kernel function which differs from the existing kernel functions in which it… read more here.
Keywords: algorithm; algorithm kappa; point algorithm; interior point ... See more keywords
The generalized contraction proximal point algorithm with square-summable errors
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DOI: 10.1007/s13370-016-0453-9
Abstract: Let $$(x_n)$$(xn) be a sequence generated by $$x_{n+1}=\alpha _nu+\gamma _nx_n+\delta _nJ_{\beta _n}x_n+e_n$$xn+1=αnu+γnxn+δnJβnxn+en for $$n\ge 0$$n≥0, where $$J_{\beta _n}$$Jβn is the resolvent of a maximal monotone operator A with $$\beta _n\in (0,\infty )$$βn∈(0,∞), $$u,x_0\in H$$u,x0∈H, $$(e_n)$$(en)… read more here.
Keywords: point algorithm; proximal point; beta; generalized contraction ... See more keywords
On the Convergence Rate of an Inexact Proximal Point Algorithm for Quasiconvex Minimization on Hadamard Manifolds
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DOI: 10.1007/s40305-016-0129-z
Abstract: In this paper, we present an analysis about the rate of convergence of an inexact proximal point algorithm to solve minimization problems for quasiconvex objective functions on Hadamard manifolds. We prove that under natural assumptions… read more here.
Keywords: point algorithm; hadamard manifolds; proximal point; point ... See more keywords
On the Convergence Rate of a Proximal Point Algorithm for Vector Function on Hadamard Manifolds
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DOI: 10.1007/s40305-016-0146-y
Abstract: The proximal point algorithm has many interesting applications, such as signal recovery, signal processing and others. In recent years, the proximal point method has been extended to Riemannian manifolds. The main advantages of these extensions… read more here.
Keywords: point; proximal point; vector function; point algorithm ... See more keywords
A Wide-Neighborhood Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems
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DOI: 10.1007/s40305-017-0178-y
Abstract: In this paper, a wide-neighborhood predictor-corrector feasible interior-point algorithm for linear complementarity problems is proposed. The algorithm is based on using the classical affine scaling direction as a part in a corrector step, not in… read more here.
Keywords: predictor corrector; point algorithm; interior point; wide neighborhood ... See more keywords
A wide neighborhood interior-point algorithm with arc-search for P⁎(κ) linear complementarity problem
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DOI: 10.1016/j.apnum.2018.11.001
Abstract: Abstract We propose a wide neighborhood interior-point algorithm with arc-search for P ⁎ ( κ ) linear complementarity problem (LCP). Along the ellipsoidal approximation of the central path, the algorithm searches optimizers in every iteration.… read more here.
Keywords: wide neighborhood; point; algorithm; interior point ... See more keywords
A CORRECTOR-PREDICTOR ARC SEARCH INTERIOR-POINT ALGORITHM FOR SYMMETRIC OPTIMIZATION
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DOI: 10.1016/s0252-9602(18)30813-0
Abstract: Abstract In this paper, a corrector-predictor interior-point algorithm is proposed for symmetric optimization. The algorithm approximates the central path by an ellipse, follows the ellipsoidal approximation of the central-path step by step and generates a… read more here.
Keywords: search; symmetric optimization; corrector predictor; interior point ... See more keywords
Specialized Interior-Point Algorithm for Stable Nonlinear System Identification
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2018.2867358
Abstract: Estimation of nonlinear dynamic models from data poses many challenges, including model instability and nonconvexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation fidelity and guarantee stability… read more here.
Keywords: algorithm stable; algorithm; interior point; point algorithm ... See more keywords