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