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- research-articleJanuary 2014
Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
SIAM Journal on Optimization (SIOPT), Volume 24, Issue 1Pages 269–297https://doi.org/10.1137/130910774This paper presents two classes of decomposition algorithms based on the proximal method of multipliers (PMM) introduced in the mid-1970s by Rockafellar for convex minimization. We first show that the PMM framework is at the root of many past and recent ...