Mv. Solodov et Bf. Svaiter, An inexact hybrid generalized proximal point algorithm and some new results on the theory of Bregman functions, MATH OPER R, 25(2), 2000, pp. 214-230
We present a new Bregman-function-based algorithm which is a modification o
f the generalized proximal point method for solving the variational inequal
ity problem with a maximal monotone operator. The principal advantage of th
e presented algorithm is that it allows a more constructive error tolerance
criterion in solving the proximal point subproblems. Furthermore, we elimi
nate the assumption of pseudomonotonicity which was, until now, standard in
proving convergence for paramonotone operators. Thus we obtain a convergen
ce result which is new even for exact generalized proximal point methods. F
inally, we present some new results on the theory of Bregman functions. For
example, we show that the standard assumption of convergence consistency i
s a consequence of the other properties of Bregman functions, and is theref
ore superfluous.