A new approximate proximal point algorithm for maximal monotone operator

被引:18
作者
He, BS [1 ]
Liao, LZ
Yang, ZH
机构
[1] Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China
[2] Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong, Peoples R China
来源
SCIENCE IN CHINA SERIES A-MATHEMATICS | 2003年 / 46卷 / 02期
基金
中国国家自然科学基金;
关键词
proximal point algorithms; monotone operators; approximate methods;
D O I
10.1360/03ys9021
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The problem concerned in this paper is the set-valued equation 0 is an element of T(z) where T is a maximal monotone operator. For given x(k) and beta(k) > 0, some existing approximate proximal point algorithms take x(k+1) = (x) over tilde (k) such that x(k) + e(k) is an element of (x) over tilde (k) + beta(k)T((x) over tilde (k)) and parallel toe(k)parallel to less than or equal to etakparallel tox(k) - (x) over tilde (k)parallel to, where {etak} is a non-negative summable sequence. Instead of xk+1 = xk, the new iterate of the proposing method is given by x(k+1) = POmega[(x) over tilde (k) - e(k)], where Omega is the domain of T and POmega(-) denotes the projection on Omega. The convergence is proved under a significantly relaxed restriction sup(k>0) etak < 1.
引用
收藏
页码:200 / 206
页数:7
相关论文
共 50 条