Reference : The Perturbed Generalized Proximal Point Algorithm
E-prints/Working papers : Already available on another site
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/146530
The Perturbed Generalized Proximal Point Algorithm
English
Alexandre, Patrick []
Nguyen, Van Hien []
Tossings, Patricia mailto [Université de Liège - ULiège > Département d'aérospatiale et mécanique > Mathématiques générales >]
1996
Faculté d'Economie, de Gestion et de Sciences Sociales de l'Université de Liège
Papiers de recherche du G.E.M.M.E. (Groupe d'Etude des Mathématiques du Management et de l'Economie - Faculté d'Economie, de Gestion et de Sciences Sociales de l'Université de Liège), n° 9609
38
No
Liège
Belgium
[en] Proximal regularization ; Perturbation ; Variable metric ; Variational convergence
[en] During the last years, different modifications were introduced in the proximal point algorithm developed by R.T. Rockafellar for searching a zero of a maximal monotone operator on a real Hilbert space. We combine these modifications to get a new version of this algorithm. We take simultaneously into account a variable metric, a perturbation and a kind of relaxation. Our work takes place in the context of the variational convergence theory.
Researchers ; Professionals
http://hdl.handle.net/2268/146530
Ce papier a été publié dans Mathematical Modelling and Numerical Analysis, en 1998.
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