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A Relaxed Approximate Proximal Point Algorithm

Zhenhua Yang and Bingsheng He ()

Annals of Operations Research, 2005, vol. 133, issue 1, 119-125

Abstract: For a maximal monotone operator T, a well-known overrelaxed point algorithm is often used to find the zeros of T. In this paper, we enhance the algorithm to find a point in $T^{-1}(0)\cap \mathcal{X}$ , where $\mathcal{X}$ is a given closed convex set. In the inexact case of our modified relaxed proximal point algorithm, we give a new criterion. The convergence analysis is quite easy to follow. Copyright Springer Science + Business Media, Inc. 2005

Keywords: proximal point algorithms; monotone operators; inexact; relaxation (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10479-004-5027-9

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