American Institute of Mathematical Sciences

Advanced
December  2004, 3(4): 791-808. doi: 10.3934/cpaa.2004.3.791

Convergence of generalized proximal point algorithms

Giuseppe Marino 1, and  Hong-Kun Xu 2,

1. 

Dipartimento di Matematica, Universita della Calabria, 87036 Arcavacata di Rende (Cs), Italy
2. 

School of Mathematical Sciences, University of KwaZulu-Natal, Westville Campus, Private Bag X54001, Durban 4000, South Africa

Received  January 2004 Revised  July 2004 Published  September 2004

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.
Keywords: inexact) proximal point algorithm, nonexpansive mapping, Maximal monotone operator, resolvent identity, projection., generalized (contraction-.
Mathematics Subject Classification: 49J40, 47J20, 65J1.
Citation: Giuseppe Marino, Hong-Kun Xu. Convergence of generalized proximal point algorithms. Communications on Pure & Applied Analysis, 2004, 3 (4) : 791-808. doi: 10.3934/cpaa.2004.3.791
[1]

Ram U. Verma. On the generalized proximal point algorithm with applications to inclusion problems. Journal of Industrial & Management Optimization, 2009, 5 (2) : 381-390. doi: 10.3934/jimo.2009.5.381
[2]

Hadi Khatibzadeh, Vahid Mohebbi, Mohammad Hossein Alizadeh. On the cyclic pseudomonotonicity and the proximal point algorithm. Numerical Algebra, Control & Optimization, 2018, 8 (4) : 441-449. doi: 10.3934/naco.2018027
[3]

Yu-Lin Chang, Jein-Shan Chen, Jia Wu. Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function. Journal of Industrial & Management Optimization, 2013, 9 (1) : 153-169. doi: 10.3934/jimo.2013.9.153
[4]

Zhili Ge, Gang Qian, Deren Han. Global convergence of an inexact operator splitting method for monotone variational inequalities. Journal of Industrial & Management Optimization, 2011, 7 (4) : 1013-1026. doi: 10.3934/jimo.2011.7.1013
[5]

Mads Kyed. On a mapping property of the Oseen operator with rotation. Discrete & Continuous Dynamical Systems - S, 2013, 6 (5) : 1315-1322. doi: 10.3934/dcdss.2013.6.1315
[6]

Abd-semii Oluwatosin-Enitan Owolabi, Timilehin Opeyemi Alakoya, Adeolu Taiwo, Oluwatosin Temitope Mewomo. A new inertial-projection algorithm for approximating common solution of variational inequality and fixed point problems of multivalued mappings. Numerical Algebra, Control & Optimization, 2021  doi: 10.3934/naco.2021004
[7]

Chengjin Li. Parameter-related projection-based iterative algorithm for a kind of generalized positive semidefinite least squares problem. Numerical Algebra, Control & Optimization, 2020, 10 (4) : 511-520. doi: 10.3934/naco.2020048
[8]

Pascal Auscher, Sylvie Monniaux, Pierre Portal. The maximal regularity operator on tent spaces. Communications on Pure & Applied Analysis, 2012, 11 (6) : 2213-2219. doi: 10.3934/cpaa.2012.11.2213
[9]

Wen Deng. Resolvent estimates for a two-dimensional non-self-adjoint operator. Communications on Pure & Applied Analysis, 2013, 12 (1) : 547-596. doi: 10.3934/cpaa.2013.12.547
[10]

Chunming Tang, Jinbao Jian, Guoyin Li. A proximal-projection partial bundle method for convex constrained minimax problems. Journal of Industrial & Management Optimization, 2019, 15 (2) : 757-774. doi: 10.3934/jimo.2018069
[11]

Igor Griva, Roman A. Polyak. Proximal point nonlinear rescaling method for convex optimization. Numerical Algebra, Control & Optimization, 2011, 1 (2) : 283-299. doi: 10.3934/naco.2011.1.283
[12]

Luca Lussardi, Stefano Marini, Marco Veneroni. Stochastic homogenization of maximal monotone relations and applications. Networks & Heterogeneous Media, 2018, 13 (1) : 27-45. doi: 10.3934/nhm.2018002
[13]

Qingzhi Yang. The revisit of a projection algorithm with variable steps for variational inequalities. Journal of Industrial & Management Optimization, 2005, 1 (2) : 211-217. doi: 10.3934/jimo.2005.1.211
[14]

Domingo González, Gamaliel Blé. Core entropy of polynomials with a critical point of maximal order. Discrete & Continuous Dynamical Systems, 2019, 39 (1) : 115-130. doi: 10.3934/dcds.2019005
[15]

Gaohang Yu, Shanzhou Niu, Jianhua Ma. Multivariate spectral gradient projection method for nonlinear monotone equations with convex constraints. Journal of Industrial & Management Optimization, 2013, 9 (1) : 117-129. doi: 10.3934/jimo.2013.9.117
[16]

Tim Hoheisel, Maxime Laborde, Adam Oberman. A regularization interpretation of the proximal point method for weakly convex functions. Journal of Dynamics & Games, 2020, 7 (1) : 79-96. doi: 10.3934/jdg.2020005
[17]

Qilin Wang, Shengji Li. Lower semicontinuity of the solution mapping to a parametric generalized vector equilibrium problem. Journal of Industrial & Management Optimization, 2014, 10 (4) : 1225-1234. doi: 10.3934/jimo.2014.10.1225
[18]

Qiang Li. A kind of generalized transversality theorem for $C^r$ mapping with parameter. Discrete & Continuous Dynamical Systems - S, 2017, 10 (5) : 1043-1050. doi: 10.3934/dcdss.2017055
[19]

Xiao Ding, Deren Han. A modification of the forward-backward splitting method for maximal monotone mappings. Numerical Algebra, Control & Optimization, 2013, 3 (2) : 295-307. doi: 10.3934/naco.2013.3.295
[20]

Sanming Liu, Zhijie Wang, Chongyang Liu. Proximal iterative Gaussian smoothing algorithm for a class of nonsmooth convex minimization problems. Numerical Algebra, Control & Optimization, 2015, 5 (1) : 79-89. doi: 10.3934/naco.2015.5.79

2019 Impact Factor: 1.105

Tools

Metrics

  • PDF downloads (142)
  • HTML views (0)
  • Cited by (90)

Other articles
by authors

[Back to Top]

Copyright © 2021 American Institute of Mathematical Sciences