THE PERTURBED PROXIMAL POINT ALGORITHM AND SOME OF ITS APPLICATIONS

Authors
TOSSINGS P
Citation
P. Tossings, THE PERTURBED PROXIMAL POINT ALGORITHM AND SOME OF ITS APPLICATIONS, Applied mathematics & optimization, 29(2), 1994, pp. 125-159
Citations number
38
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics & optimization → ACNP
ISSN journal
00954616
Volume
29
Issue
2
Year of publication
1994
Pages
125 - 159
Database
ISI
SICI code
0095-4616(1994)29:2<125:TPPPAA>2.0.ZU;2-P
Abstract
Following the works of R. T. Rockafellar, to search for a zero of a ma ximal monotone operator, and of B. Lemaire, to solve convex optimizati on problems, we present a perturbed version of the proximal point algo rithm. We apply this new algorithm to convex optimization and to varia tional inclusions or, more particularly, to variational inequalities.