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
An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
Sign Up to like & getrecommendations! Published in 2020 at "Numerical Algorithms"
DOI: 10.1007/s11075-019-00705-x
Abstract: In this paper, we propose an augmented Lagrangian proximal alternating (ALPA) method for solving two classes of large-scale sparse discrete constrained optimization problems. Specifically, the ALPA method generates a sequence of augmented Lagrangian (AL) subproblems… read more here.
Keywords: augmented lagrangian; sparse discrete; proximal alternating; method sparse ... See more keywords