Convergence of generalized proximal point algorithms

被引:156
作者
Marino, G [1 ]
Xu, HK
机构
[1] Univ Calabria, Dipartimento Matemat, I-87036 Arcavacata Di Rende, Italy
[2] Univ KwaZulu Natal, Sch Math Sci, ZA-4000 Durban, South Africa
关键词
maximal monotone operator; generalized (contraction-; inexact) proximal point algorithm; resolvent identity; nonexpansive mapping; projection;
D O I
10.3934/cpaa.2004.3.791
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Weak and strong convergence for some generalized proximal point algorithms are proved. These algorithms include the Eckstein and Bertsekas generalized proximal point algorithm, a contract ion-proximal point algorithm, and inexact proximal point algorithms. Convergence rate is also considered.
引用
收藏
页码:791 / 808
页数:18
相关论文
共 22 条
[1]  
Barbu V., 1976, NONLINEAR SEMIGROUPS
[2]  
BREZIS H., 1973, North-Holland Math. Stud., V5
[3]   A variable metric proximal point algorithm for monotone operators [J].
Burke, JV ;
Qian, M .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1999, 37 (02) :353-375
[4]   Coupling the proximal point algorithm with approximation methods [J].
Cominetti, R .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1997, 95 (03) :581-600
[5]   Approximate iterations in Bregman-function-based proximal algorithms [J].
Eckstein, J .
MATHEMATICAL PROGRAMMING, 1998, 83 (01) :113-123
[6]   ON THE DOUGLAS-RACHFORD SPLITTING METHOD AND THE PROXIMAL POINT ALGORITHM FOR MAXIMAL MONOTONE-OPERATORS [J].
ECKSTEIN, J ;
BERTSEKAS, DP .
MATHEMATICAL PROGRAMMING, 1992, 55 (03) :293-318
[7]  
Goebel K, 1990, CAMBRIDGE STUDIES AD, V28
[8]  
GOLSHTEIN EG, 1979, MATH PROGRAM STUD, V10, P86, DOI 10.1007/BFb0120845
[9]  
GULER O, 1991, SIAM J CONTROL OPTIM, V29, P403, DOI 10.1137/0329022
[10]   FIXED POINTS OF NONEXPANDING MAPS [J].
HALPERN, B .
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1967, 73 (06) :957-&