A proximal-point outer approximation algorithm
نویسندگان
چکیده
منابع مشابه
A Hybrid Projection – Proximal Point Algorithm ∗
We propose a modification of the classical proximal point algorithm for finding zeroes of a maximal monotone operator in a Hilbert space. In particular, an approximate proximal point iteration is used to construct a hyperplane which strictly separates the current iterate from the solution set of the problem. This step is then followed by a projection of the current iterate onto the separating h...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2020
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-020-00216-9