ICCOPT 2013 Talk, Room 2.2, Monday, July 29, 16:30-18:00

 Speaker: Natalia Ruiz, Universidad de Chile, Chile
 Title: Regularized interior proximal alternating directions method
 Co-authors: Felipe Alvarez

 Abstract:
Scientific Program

We consider convex constrained optimization problems with a special separable structure. We propose a class of alternating directions methods (ADM) where their subproblems are regularized with a general interior proximal metric which covers double regularization proposed by Silva and Eckstain. Under standard assumptions, global convergence of the primal-dual sequences produced by the algorithm is established.


 Talk in: Session Mon.C.22 First order methods
 Cluster: Convex and nonsmooth optimization


 Go to: Mon.C
 Go to: unframed Scientific Program

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