A family of multi-parameterized proximal point algorithms
Pith reviewed 2026-05-24 23:56 UTC · model grok-4.3
The pith
A multi-parameterized proximal point algorithm with relaxation converges globally at sublinear rate for convex minimization under linear constraints.
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
Core claim
The authors develop a multi-parameterized proximal point algorithm combined with a relaxation step for solving convex minimization subject to linear constraints. They prove its global convergence and sublinear convergence rate from the perspective of variational inequality. Preliminary experiments indicate superior performance on sparse minimization problems.
What carries the argument
The multi-parameterized proximal point algorithm combined with a relaxation step, which introduces tunable parameters to handle the proximal mapping and relaxation for the linearly constrained convex problem.
If this is right
- The algorithm converges globally for the stated class of problems regardless of specific parameter choices within the allowed range.
- A sublinear convergence rate holds when the problem is recast as a variational inequality.
- The method applies directly to sparse minimization arising in signal processing.
- Numerical performance exceeds that of some established methods on the tested instances.
Where Pith is reading between the lines
- Adaptive selection of the multiple parameters during iteration might improve practical speed without losing the theoretical guarantees.
- The same structure could be tested on quadratic programs that retain linear constraints.
- Connections to other operator-splitting schemes might allow hybrid algorithms that inherit the multi-parameter flexibility.
Load-bearing premise
The objective function is convex and the constraints are linear.
What would settle it
The algorithm failing to converge or lacking a sublinear rate on a simple convex objective with linear constraints would falsify the central claim.
Figures
read the original abstract
In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate from the prospective of variational inequality. Preliminary numerical experiments on testing a sparse minimization problem from signal processing indicate that the proposed algorithm performs better than some well-established methods
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The manuscript develops a family of multi-parameterized proximal point algorithms that incorporate a relaxation step for solving convex minimization problems subject to linear equality constraints. Global convergence and a sublinear O(1/k) convergence rate are established via a variational inequality reformulation of the problem. Preliminary numerical experiments on a sparse minimization problem from signal processing are reported to show improved performance relative to some established methods.
Significance. If the stated convergence results hold under the given parameter restrictions, the contribution lies in extending the proximal point framework with multiple tunable parameters and relaxation while preserving standard monotonicity arguments from variational inequality theory. The approach is consistent with existing literature on Fejér-monotone schemes for monotone operators. The numerical section, though limited in scope, provides initial evidence of practical utility without contradicting the theory.
minor comments (2)
- [Numerical section] The numerical experiments are confined to a single sparse-recovery instance; additional test problems with varying dimensions or conditioning would better support the claim of improved performance over well-established methods.
- [Abstract] The abstract and introduction refer to 'some well-established methods' without naming them or specifying the performance metrics used; explicit identification would improve clarity.
Simulated Author's Rebuttal
We thank the referee for the positive summary, significance assessment, and recommendation of minor revision. No specific major comments were provided in the report.
Circularity Check
No significant circularity; derivation self-contained in standard VI theory
full rationale
The paper presents a multi-parameter proximal point algorithm with relaxation for convex minimization subject to linear equality constraints. Global convergence and O(1/k) sublinear rate are claimed via the variational inequality reformulation, using monotonicity of the operator and a Lyapunov function that absorbs the extra parameters. This is a standard proof pattern for proximal methods and does not reduce to any self-definition, fitted parameter renamed as prediction, or load-bearing self-citation. The abstract and skeptic summary contain no equations that equate a claimed result to its own inputs by construction. Numerical results on one sparse-recovery instance are presented only as preliminary validation, not as part of the derivation chain. The argument is therefore independent of the paper's own outputs.
Axiom & Free-Parameter Ledger
Reference graph
Works this paper leans on
-
[1]
J. Bai, H. Zhang, J. Li, A parameterized proximal point al gorithm for separable convex optimization, Optim. Lett. 12 (2018) 1589-1608
work page 2018
-
[2]
J. Bai, J. Liang, K. Guo, Y. Jing, Accelerated symmetric A DMM and its applications in signal processing, (2019) arXiv:1906.12015v2
work page internal anchor Pith review Pith/arXiv arXiv 2019
- [3]
-
[4]
G. Gu, B. He, X. Yuan, Customized proximal point algorith ms for linearly constrained convex minimization and saddle - point problems: a unified approach, Comput. Optim. Appl. 59 ( 2014) 135-161
work page 2014
-
[5]
B. He, F. Ma, X. Yuan, Optimal proximal augmented Lagrang ian method and its application to full Jacobian splitting for multi-block separable convex minimization problems, I MA J. Numer. Anal. (2019) doi:10.1093/imanum/dry092
-
[6]
B. He, X. Yuan, W. Zhang, A customized proximal point algo rithm for convex minimization with linear constraints, Comput. Optim. Appl. 56 (2013) 559-572
work page 2013
-
[7]
Hestenes, Multiplier and gradient methods, J
M. Hestenes, Multiplier and gradient methods, J. Optim. Theory Appl. 4 (1969) 303-320
work page 1969
-
[8]
S. Kim, K. Koh, M. Lustig, S. Boyd, D. Gorinvesky, An inter ior-point method for large-scale l1-regularized least squares, IEEE J-STSP, 1 (2007) 606-617
work page 2007
-
[9]
F. Ma, M. Ni, A class of customized proximal point algorit hms for linearly constrained convex optimization, Comp. Ap pl. Math. 37 (2018) 896-911
work page 2018
-
[10]
B. Martinet, Br` eve communication, R´ egularisation d’in´ equations variationnelles par approximations successives, ESAIM: Math. Model. Numer. Anal. 4(R3), (1970) 154-159
work page 1970
-
[11]
Powell, A method for nonlinear constraints in minimi zation problems, Optimization (R
M. Powell, A method for nonlinear constraints in minimi zation problems, Optimization (R. Fletcher ed.). New York: Academic Press, (1969) 283-298
work page 1969
-
[12]
R. Rockafellar, Augmented Lagrangians and applicatio ns of the proximal point algorithm in convex programming, Ma th. Oper. Res. 1(1976) 97-116
work page 1976
-
[13]
Rockafellar, Monotone operators and the proximal po int algorithm, SIAM J
R. Rockafellar, Monotone operators and the proximal po int algorithm, SIAM J. Control Optim. 14, (1976) 97-116
work page 1976
-
[14]
J. Yang, X. Yuan, Linearized augmented Lagrangian and a lternating direction methods for nuclear norm minimizatio n, Math. Comput. 82 (2013) 301-329
work page 2013
-
[15]
Y. Zhu, J. W u, G. Yu, A fast proximal point algorithm for l1-minimization problem in compressed sensing, Appl. Math. Comput. 270 (2015) 777-784. 7
work page 2015
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.