Abstract
An implementable algorithm for constrained nonsmooth convex programs is given. This algorithm combines exterior penalty methods with the proximal method. In the case of a linear program, the convergence is finite.
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Communicated by O. L. Mangasarian
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Auslender, A., Crouzeix, J.P. & Fedit, P. Penalty-proximal methods in convex programming. J Optim Theory Appl 55, 1–21 (1987). https://doi.org/10.1007/BF00939042
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DOI: https://doi.org/10.1007/BF00939042