On the convergence rate of the over-relaxed proximal point algorithm
نویسندگان
چکیده
منابع مشابه
On the convergence rate of the over-relaxed proximal point algorithm
This paper is to illustrate that the main result of the paper [R.U. Verma, Generalized overrelaxedproximal algorithmbased onA-maximalmonotonicity framework and applications to inclusion problems, Mathematical and Computer Modelling 49 (2009) 1587–1594] is incorrect. The convergence rate of the over-relaxed proximal point algorithm should be greater than 1. Moreover, the strong convergence and t...
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The proximal point algorithm (PPA) has been well studied in the literature. In particular, its linear convergence rate has been studied by Rockafellar in 1976 under certain condition. We consider a generalized PPA in the generic setting of finding a zero point of a maximal monotone operator, and show that the condition proposed by Rockafellar can also sufficiently ensure the linear convergence ...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2012
ISSN: 0893-9659
DOI: 10.1016/j.aml.2012.02.003