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Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

Rockafellar, R. T.·1976·Mathematics of Operations Research

Abstract

The theory of the proximal point algorithm for maximal monotone operators is applied to three algorithms for solving convex programs, one of which has not previously been formulated. Rate-of-convergence results for the “method of multipliers,” of the strong sort already known, are derived in a generalized form relevant also to problems beyond the compass of the standard second-order conditions for oplimality. The new algorithm, the “proximal method of multipliers,” is shown to have much the same convergence properties, but with some potential advantages.

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Metadata

Authors
Rockafellar, R. T.
Venue
Mathematics of Operations Research
Published
1976-05
Volume
1
Issue
2
Pages
97-116
ISSN
  • 0364-765X (ISSN-L)
  • 1526-5471
OpenAlex
W2135779729
Cited by
1,175
References
0
FWCI
3.22
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. https://app.cochat.ai/papers/10.1287/moor.1.2.97
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Rockafellar, R. T. (1976). Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. Mathematics of Operations Research. https://doi.org/10.1287/moor.1.2.97

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Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.