Equilibrium programming using proximal-like algorithms
نویسندگان
چکیده
منابع مشابه
Convergence of Proximal-Like Algorithms
We analyze proximal methods based on entropy-like distances for the minimization of convex functions subject to nonnegativity constraints. We prove global convergence results for the methods with approximate minimization steps and an ergodic convergence result for the case of finding a zero of a maximal monotone operator. We also consider linearly constrained convex problems and establish a qua...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1996
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02614504