A Proximal Multiplier Method for Convex Separable Symmetric Cone Optimization

Quiroz E.A.P.; Luis J.L.; Lengua M.C. · ACM International Conference Proceeding Series (2020) · DOI: 10.1145/3404716.3404734

Resumen

This work is devoted to the study of a proximal decomposition algorithm for solving convex symmetric cone optimization with separable structures. The algorithm considered is based on a decomposition method and proximal distances. Under suitable assumptions, we prove that each limit point of the primal-dual sequences generated by the algorithm solves the problem. Finally, the global convergence is established.

Instituciones: Universidad Nacional Mayor de San Marcos; Universidad Privada Norbert Wiener; Universidad Privada del Norte