Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations

M. Marques Alves, R. D. C. Monteiro, Benar F. Svaiter

This paper studies the iteration-complexity of a new primal-dual algorithm based on Rockafellar's proximal method of multipliers (PMM) for solving smooth convex programming problem…