Creat membership Creat membership
Sign in

Forgot password?

Confirm
  • Forgot password?
    Sign Up
  • Confirm
    Sign In
Creat membership Creat membership
Sign in

Forgot password?

Confirm
  • Forgot password?
    Sign Up
  • Confirm
    Sign In
Collection

toTop

If you have any feedback, Please follow the official account to submit feedback.

Turn on your phone and scan

home > search >

Dual convergence of the proximal point method with Bregman distances for linear programming RID B-5756-2008

Author:
Cruz Neto, J. X.  Ferreira, O. P.  Iusem, A. N.  Monteiro, R. D. C.  


Journal:
OPTIMIZATION METHODS & SOFTWARE


Issue Date:
2007


Abstract(summary):

In this article, we consider the proximal point method with Bregman distance applied to linear programming problems, and study the dual sequence obtained from the optimal multipliers of the linear constraints of each subproblem. We establish the convergence of this dual sequence, as well as convergence rate results for the primal sequence, for a suitable family of Bregman distances. These results are obtained by studying first the limiting behavior of a certain perturbed dual path and then the behavior of the dual and primal paths.


Page:
339---360


Similar Literature

Submit Feedback

This function is a member function, members do not limit the number of downloads