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Cited by 269

The DOI matches its Crossref record; 19 of the 19 references it cites were found in a registry or an index.

Interior Gradient and Proximal Methods for Convex and Conic Optimization

Auslender, Alfred, Teboulle, Marc·2006·SIAM Journal on Optimization

Abstract

Interior gradient (subgradient) and proximal methods for convex constrained minimization have been much studied, in particular for optimization problems over the nonnegative octant. These methods are using non-Euclidean projections and proximal distance functions to exploit the geometry of the constraints. In this paper, we identify a simple mechanism that allows us to derive global convergence results of the produced iterates as well as improved global rates of convergence estimates for a wide class of such methods, and with more general convex constraints. Our results are illustrated with many applications and examples, including some new explicit and simple algorithms for conic optimization problems. In particular, we derive a class of interior gradient algorithms which exhibits an $O(k^{-2})$ global convergence rate estimate.

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Metadata

Authors
Auslender, A., & Teboulle, M.
Venue
SIAM Journal on Optimization
Published
2006-01
Volume
16
Issue
3
Pages
697-725
ISSN
  • 1052-6234 (ISSN-L)
  • 1095-7189
OpenAlex
W1986891697
Cited by
269
References
19
FWCI
6.83
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Interior Gradient and Proximal Methods for Convex and Conic Optimization. https://app.cochat.ai/papers/10.1137/s1052623403427823
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Auslender, A., & Teboulle, M. (2006). Interior Gradient and Proximal Methods for Convex and Conic Optimization. SIAM Journal on Optimization. https://doi.org/10.1137/s1052623403427823

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