-

 

 

 




Optimization Online





 

Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations

Maicon M. Alves(maicon.alves***at***ufsc.br)
R. D. C. Monteiro(monteiro***at***isye.gatech.edu)
Benar F. Svaiter(benar***at***impa.br)

Abstract: This paper studies the iteration-complexity of a new primal-dual algorithm based on Rockafellar's proximal method of multipliers (PMM) for solving smooth convex programming problems with inequality constraints. In each step, either a step of Rockafellar's PMM for a second-order model of the problem is computed or a relaxed extragradient step is performed. The resulting algorithm is a (large-step) relaxed hybrid proximal extragradient (r-HPE) method of multipliers, which combines Rockafellar's PMM with the r-HPE method.

Keywords: convex programming, proximal method of multipliers, second-order methods, hybrid extragradient, complexity

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 3: Global Optimization

Citation:

Download: [PDF]

Entry Submitted: 02/21/2016
Entry Accepted: 02/21/2016
Entry Last Modified: 02/21/2016

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society