An abstract proximal point algorithm

被引:14
作者
Leustean, Laurentiu [1 ,2 ,3 ]
Nicolae, Adriana [4 ,5 ]
Sipos, Andrei [3 ,6 ]
机构
[1] Univ Bucharest, ICUB, Res Inst, M Kogalniceanu 36-46, Bucharest 050107, Romania
[2] Univ Bucharest, Fac Math & Comp Sci, Acad 14, Bucharest 010014, Romania
[3] Romanian Acad, Simion Stoilow Inst Math, Calea Grivitei 21, Bucharest 010702, Romania
[4] Univ Seville, IMUS, Dept Math Anal, C Tarfia S-N, E-41012 Seville, Spain
[5] Babes Bolyai Univ, Dept Math, Kogalniceanu 1, Cluj Napoca 400084, Romania
[6] Tech Univ Darmstadt, Dept Math, Schlossgartenstr 7, D-64289 Darmstadt, Germany
关键词
Convex optimization; Proximal point algorithm; CAT(0) spaces; Jointly firmly nonexpansive families; Uniformly firmly nonexpansive mappings; Proof mining; Rates of convergence; FIXED-POINTS; LOGICAL METATHEOREMS; ASYMPTOTIC-BEHAVIOR; MONOTONE-OPERATORS; CONVERGENCE; MAPPINGS; SPACES; MAPS;
D O I
10.1007/s10898-018-0655-9
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
The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions. The algorithm works by applying successively so-called resolvent mappings associated to the original object that one aims to optimize. In this paper we abstract from the corresponding resolvents employed in these problems the natural notion of jointly firmly nonexpansive families of mappings. This leads to a streamlined method of proving weak convergence of this class of algorithms in the context of complete CAT(0) spaces (and hence also in Hilbert spaces). In addition, we consider the notion of uniform firm nonexpansivity in order to similarly provide a unified presentation of a case where the algorithm converges strongly. Methods which stem from proof mining, an applied subfield of logic, yield in this situation computable and low-complexity rates of convergence.
引用
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页码:553 / 577
页数:25
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