Proximal methods for cohypomonotone operators

被引：48

作者：

Combettes, PL ^{[1
]}

Pennanen, T

机构：

[1] Univ Paris 06, Lab Jacques Louis Lions, F-75005 Paris, France

[2] Helsinki Sch Econ, Dept Management Sci, Helsinki 00101, Finland

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2004年 / 43卷 / 02期

关键词：

cohypomonotone operator; common zero problem; hypomonotone operator; method of multipliers; nonlinear programming; proximal point method; weak convergence;

D O I：

10.1137/S0363012903427336

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Conditions are given for the viability and the weak convergence of an inexact, relaxed proximal point algorithm for finding a common zero of countably many cohypomonotone operators in a Hilbert space. In turn, new convergence results are obtained for an extended version of the proximal method of multipliers in nonlinear programming.

引用

页码：731 / 742

页数：12

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