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.
Papa, E. A., López, J., & Cano, M. A. (2020). A proximal multiplier method for convex separable symmetric cone optimization. ICMSSP 2020: Proceedings of the 2020 5th International Conference on Multimedia Systems and Signal Processing. https://doi.org/10.1145/3404716.3404734