THE PERTURBED GENERALIZED PROXIMAL POINT ALGORITHM

Citation
P. Alexandre et al., THE PERTURBED GENERALIZED PROXIMAL POINT ALGORITHM, Modelisation mathematique et analyse numerique, 32(2), 1998, pp. 223-253
Citations number
14
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
0764583X
Volume
32
Issue
2
Year of publication
1998
Pages
223 - 253
Database
ISI
SICI code
0764-583X(1998)32:2<223:TPGPPA>2.0.ZU;2-X
Abstract
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 comb ine these modifications to get a new version of this algorithm. We tak e simultaneously into account a variable metric a perturbation and a k ind of relaxation. Our work takes place in the context of the variatio nal convergence theory. (C) Elsevier, Paris.