Optimization and Control with Applications

Abstract

This paper gives a brief survey of some proximal-like methods for the solution of convex minimization problems. Apart from the classical proximal-point method, it gives an introduction to several proximal-like methods using Bregman functions, ϕ-divergences etc. and discusses a couple of recent developments in this area. Some numerical results for optimal control problems are also included in order to illustrate the numerical behaviour of these proximal-like methods.