On the proximal point algorithm

被引:32
|
作者
Rouhani, B. Djafari [1 ]
Khatibzadeh, H. [2 ]
机构
[1] Univ Texas El Paso, Dept Math Sci, El Paso, TX 79968 USA
[2] Tarbiat Modares Univ, Dept Math, Tehran, Iran
关键词
proximal-point algorithms; variational inequalities; ergodic theorems; maximal monotone operators; asymptotic centers;
D O I
10.1007/s10957-007-9329-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Let A be a maximal monotone operator in a real Hilbert space H and let {u(n)} be the sequence in H given by the proximal point algorithm, defined by u (n) =(I+c(n) A)(-1)(u(n-1)-f(n) ), for all n >= 1, with u(0) = z, where c(n) > 0 and f(n) is an element of H. We show, among other things, that under suitable conditions, u(n) converges weakly or strongly to a zero of A if and only if lim inf(n ->+infinity) vertical bar w(n)vertical bar +infinity, where w(n) = (Sigma(n)(k=1) c(k))(-1) Sigma(n)(k=1) c(k)u(k). Our results extend previous results by several authors who obtained similar results by assuming A(-1)(0) not equal phi.
引用
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页码:411 / 417
页数:7
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