An Approximate Proximal Point Algorithm for Maximal Monotone Inclusion Problems

Lingling Huang, Sanyang Liu and Weifeng Gao

Mathematical Problems in Engineering, 2011, vol. 2011, 1-15

Abstract:

This paper presents and analyzes a strongly convergent approximate proximal point algorithm for finding zeros of maximal monotone operators in Hilbert spaces. The proposed method combines the proximal subproblem with a more general correction step which takes advantage of more information on the existing iterations. As applications, convex programming problems and generalized variational inequalities are considered. Some preliminary computational results are reported.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:262073

DOI: 10.1155/2011/262073

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