Some Results About Proximal-Like Methods

Alexander Kaplan () and Rainer Tichatschke ()
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Alexander Kaplan: University of Trier
Rainer Tichatschke: University of Trier

A chapter in Recent Advances in Optimization, 2006, pp 61-86 from Springer

Abstract: Summary We discuss some ideas for improvement, extension and application of proximal point methods and the auxiliary problem principle to variational inequalities in Hilbert spaces. These methods are closely related and will be joined in a general framework, which admits a consecutive approximation of the problem data including applications of finite element techniques and the ε-enlargement of monotone operators. With the use of a ”reserve of monotonicity” of the operator in the variational inequality, the concepts of weak- and elliptic proximal regularization are developed. Considering Bregman-function-based proximal methods, we analyze their convergence under a relaxed error tolerance criterion in the subproblems. Moreover, the case of variational inequalities with non-paramonotone operators is investigated, and an extension of the auxiliary problem principle with the use of Bregman functions is studied. To emphasize the basic ideas, we renounce all the proofs and sometimes precise descriptions of the convergence results and approximation techniques. Those can be found in the referred papers.

Keywords: Variational Inequality; Monotone Operator; Maximal Monotone; Maximal Monotone Operator; Strict Complementarity (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-28258-7_5

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DOI: 10.1007/3-540-28258-0_5

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