Reference : Perturbed Proximal Point Algorithm with Nonquadratic Kernel
E-prints/Working papers : Already available on another site
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/146532
Perturbed Proximal Point Algorithm with Nonquadratic Kernel
English
Brohé, Myrana []
Tossings, Patricia mailto [Université de Liège - ULiège > Département d'aérospatiale et mécanique > Mathématiques générales >]
Oct-1998
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° 9817
24
No
Liège
Belgium
[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 generalizations 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 several of these extensions by taking into account a pseudo-metric as regularization and a perturbation in an inexact version of the algorithm.
Researchers ; Professionals
http://hdl.handle.net/2268/146532
Ce papier a été publié dans Serdica Mathematical Journal, en 2000.
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