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Perturbed Proximal Point Algorithm with Nonquadratic Kernel
Brohé, Myrana; Tossings, Patricia
2000In Serdica Mathematical Journal, 26, p. 177-206
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Keywords :
Proximal point algorithm; Bregman functions; Generalized resolvent operator; Variational convergence
Abstract :
[en] Let H be a real Hilbert space and T be a maximal monotone operator on H. A well-known algorithm, developed by R.T. Rockafellar, for solving the problem "To find x in H such that 0 in Tx" is the proximal point algorithm. Several genaralizations have been considered by several authors: introduction of a perturbation, introduction of a variable metric in the perturbed algorithm, introduction of a pseudo-metric in place of the classical regularization, ... We summarize some of these extensions by taking into account a pseudo-metric as regularization and a perturbation in an inexact version of the algorithm.
Disciplines :
Mathematics
Author, co-author :
Brohé, Myrana
Tossings, Patricia ;  Université de Liège - ULiège > Département d'aérospatiale et mécanique > Mathématiques générales
Language :
English
Title :
Perturbed Proximal Point Algorithm with Nonquadratic Kernel
Publication date :
2000
Journal title :
Serdica Mathematical Journal
ISSN :
1310-6600
Publisher :
Bulgarian Academy of Sciences
Volume :
26
Pages :
177-206
Peer reviewed :
Peer reviewed
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