A Proximal Multiplier Method for Convex Separable Symmetric Cone Optimization

Abstract

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. © 2022 Elsevier B.V., All rights reserved.