Geodesic
A PVT-Type Algorithm for Minimizing a Nonsmooth Convex Function
Serdica Mathematical Journal, Tome 29 (2003) no. 1, pp. 11-32.

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A general framework of the (parallel variable transformation) PVT-type algorithm, called the PVT-MYR algorithm, for minimizing a non-smooth convex function is proposed, via the Moreau-Yosida regularization. As a particular scheme of this framework an ε-scheme is also presented. The global convergence of this algorithm is given under the assumptions of strong convexity of the objective function and an ε-descent condition determined by an ε-forced function. An appendix stating the proximal point algorithm is recalled in the last section.
Keywords: Parallel Algorithm, Synchronous Parallel, Convex Minimization, Moreau-Yosida Regularization, Strong Convexity, Descent Condition, Forced Function 
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Pang, Li-Ping; Xia, Zun-Quan. A PVT-Type Algorithm for Minimizing a Nonsmooth Convex Function. Serdica Mathematical Journal, Tome 29 (2003) no. 1, pp. 11-32. http://geodesic.mathdoc.fr/item/SMJ2_2003_29_1_a1/