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
收藏
页码:411 / 417
页数:7
相关论文
共 50 条
  • [41] A Proximal Point Algorithm for Minimum Divergence Estimators with Application to Mixture Models
    Al Mohamad, Diaa
    Broniatowski, Michel
    ENTROPY, 2016, 18 (08)
  • [42] A GENERAL INERTIAL PROXIMAL POINT ALGORITHM FOR MIXED VARIATIONAL INEQUALITY PROBLEM
    Chen, Caihua
    Ma, Shiqian
    Yang, Junfeng
    SIAM JOURNAL ON OPTIMIZATION, 2015, 25 (04) : 2120 - 2142
  • [43] Strongly Convergent Inertial Proximal Point Algorithm Without On-line Rule
    Lateef O. Jolaoso
    Yekini Shehu
    Jen-Chih Yao
    Journal of Optimization Theory and Applications, 2024, 200 : 555 - 584
  • [44] Strongly Convergent Inertial Proximal Point Algorithm Without On-line Rule
    Jolaoso, Lateef O.
    Shehu, Yekini
    Yao, Jen-Chih
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2024, 200 (02) : 555 - 584
  • [45] Hybrid proximal point algorithm for solving split equilibrium problems and its applications
    Safari, Maryam
    Moradlou, Fridoun
    Khalilzadeh, Ali Asghar
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2022, 51 (04): : 932 - 957
  • [46] An inexact proximal point algorithm for maximal monotone vector fields on Hadamard manifolds
    Tang, Guo-ji
    Huang, Nan-jing
    OPERATIONS RESEARCH LETTERS, 2013, 41 (06) : 586 - 591
  • [47] Error bounds for proximal point subproblems and associated inexact proximal point algorithms
    Solodov, MV
    Svaiter, BF
    MATHEMATICAL PROGRAMMING, 2000, 88 (02) : 371 - 389
  • [48] CONVERGENCE RESULTS FOR PROXIMAL POINT ALGORITHM IN COMPLETE CAT(0) SPACE FOR MULTIVALUED MAPPINGS
    Dashputre, Samir
    Padmavati
    Sakure, Kavita
    JOURNAL OF THE INDONESIAN MATHEMATICAL SOCIETY, 2021, 27 (01) : 29 - 47
  • [49] Convergence of over-relaxed contraction-proximal point algorithm in Hilbert spaces
    Cui, Huanhuan
    Ceng, Luchuan
    OPTIMIZATION, 2017, 66 (05) : 793 - 809
  • [50] Convergence analysis of a relaxed extragradient-proximal point algorithm application to variational inequalities
    Hue, TT
    Strodiot, JJ
    OPTIMIZATION, 2005, 54 (02) : 191 - 213