Hybrid extragradient proximal algorithm coupled with parametric approximation and penalty/barrier methods.

Miguel Carrasco*

*Autor correspondiente de este trabajo

Resultado de la investigación: Contribución a una revistaArtículorevisión exhaustiva

Resumen

In this article we study the hybrid extragradient method coupled with approximation and penalty schemes for convex minimization problems. Under certain hypotheses, which include, for example, the case of Tikhonov regularization, we prove asymptotic convergence of the method to the solution set of our minimization problem. When we use schemes of penalization or barrier, we can show asymptotic convergence using the well-known fast/slow parameterization techniques and exploiting the existence and finite length of an optimal path.
Idioma originalInglés
Páginas (desde-hasta)397-414
Número de páginas18
PublicaciónOptimization
Volumen62
N.º3
DOI
EstadoPublicada - mar. 2013

Palabras clave

  • global convergence
  • parametric approximation
  • hybrid method
  • convex optimization

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