An Accelerated Inexact Proximal Point Algorithm for Convex Minimization
نویسندگان
چکیده
منابع مشابه
An Accelerated Inexact Proximal Point Algorithm for Convex Minimization
The proximal point algorithm (PPA) is classical and popular in the community of Optimization. In practice, inexact PPAs which solves the involved proximal subproblems approximately subject to certain inexact criteria are truly implementable. In this paper, we first propose an inexact PPA with a new inexact criterion for solving convex minimization, and show that the iteration-complexity of this...
متن کاملAn Inexact Proximal Path-Following Algorithm for Constrained Convex Minimization
Many scientific and engineering applications feature large-scale non-smooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the non-smooth objective is equipped with a tractable proximity operator and that the convex constraints afford a self-concordant barrier. We provide a new joint treatment of proximal a...
متن کاملInexact and accelerated proximal point algorithms
We present inexact accelerated proximal point algorithms for minimizing a proper lower semicontinuous and convex function. We carry on a convergence analysis under different types of errors in the evaluation of the proximity operator, and we provide corresponding convergence rates for the objective function values. The proof relies on a generalization of the strategy proposed in [14] for genera...
متن کاملAn inexact proximal method for quasiconvex minimization
In this paper we propose an inexact proximal point method to solve constrained minimization problems with locally Lipschitz quasiconvex objective functions. Assuming that the function is also bounded from below, lower semicontinuous and using proximal distances, we show that the sequence generated for the method converges to a stationary point of the problem.
متن کاملInexact Halpern-type proximal point algorithm
We present several strong convergence results for the modified, Halpern-type, proximal point algorithm xn+1 = αnu + (1 − αn)Jβn xn + en (n = 0, 1, . . .; u, x0 ∈ H given, and Jβn = (I + βn A)−1, for a maximal monotone operator A) in a real Hilbert space, under new sets of conditions on αn ∈ (0, 1) and βn ∈ (0,∞). These conditions are weaker than those known to us and our results extend and impr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2011
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-011-9948-6