On the convergence of the exponential multiplier method for convex programming

@article{Tseng1993OnTC,
  title={On the convergence of the exponential multiplier method for convex programming},
  author={Paul Tseng and Dimitri P. Bertsekas},
  journal={Math. Program.},
  year={1993},
  volume={60},
  pages={1-19}
}
In this paper, we analyze the exponential method of multipliers for convex constrained minimization problems, which operates like the usual Augmented Lagrangian method, except that it uses an exponential penalty function in place of the usual quadratic. We also analyze a dual counterpart, the entropy minimization algorithm, which operates like the proximal minimization algorithm, except that it uses a logarithmic/entropy "proximal" term in place of a quadratic. We strengthen substantially the… CONTINUE READING
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