A parameter-free multiplier method for constrained minimization problems

A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems

In this paper, a method for solving constrained convex optimization problems is introduced. The problem is cast equivalently as a parametric unconstrained one, the (single) parameter being the optimal value of the original problem. At each stage of the algorithm the parameter is updated and the resulting subproblem is only approximately solved. A linear rate of convergence of the parameter sequ...

A Lagrange Multiplier Method for Certain Constrained Min-Max Problems

The Conjugate Residual Method for Constrained Minimization Problems

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...

A Transfokmation Method for Constrained - Function Minimization

A proximal multiplier method for separable convex minimization

In this paper, we propose an inexact proximal multiplier method using proximal distances for solving convex minimization problems with a separable structure. The proposed method unified the work of Chen and Teboulle (PCPM method), Kyono and Fukushima (NPCPMM) and Auslender and Teboulle (EPDM) and extends the convergence properties for the class of φ−divergence distances. We prove, under standar...