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Mathematics

Convergence of generalized proximal point algorithms

G. Marino, Hong-Kun Xu

2004.9.1COMMUNICATIONS ON PURE AND APPLIED ANALYSIS

DOI: 10.3934/cpaa.2004.3.791

tlooto Summary

Weak and strong convergence for some generalized proximal point algorithms are proved, which include the Eckstein and Bertsekas generalized proxiesimal point algorithm, a contraction-proximal points algorithm, and inexact proximal points algorithms.

Abstract

Weak and strong convergence for some generalized proximal point algorithms are proved. These algorithms include the Eckstein and Bertsekas generalized proximal point algorithm, a contraction-proximal point algorithm, and inexact proximal point algorithms. Convergence rate is also considered.

Citation format

MARINO, G.; XU, Hong-Kun. Convergence of generalized proximal point algorithms. COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2004, 3: 791–808.