Inexact Halpern-type proximal point algorithm
نویسندگان
چکیده
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 improve some recent results such as those of H. K. Xu. We also show how to apply our results to approximate minimizers of convex functionals. In addition, we give convergence rate estimates for a sequence approximating the minimum value of such a functional.
منابع مشابه
On the contraction-proximal point algorithms with multi-parameters
In this paper we consider the contraction-proximal point algorithm: xn+1 = αnu+λnxn+γnJβnxn, where Jβn denotes the resolvent of a monotone operator A. Under the assumption that limn αn = 0, ∑ n αn = ∞, lim infn βn > 0, and lim infn γn > 0, we prove the strong convergence of the iterates as well as its inexact version. As a result we improve and recover some recent results by Boikanyo and Morosa...
متن کاملHalpern-type proximal point algorithm in complete CAT(0) metric spaces
First, Halpern-type proximal point algorithm is introduced in complete CAT(0) metric spaces. Then, Browder convergence theorem is considered for this algorithm and also we prove that Halpern-type proximal point algorithm converges strongly to a zero of the operator.
متن کاملAn 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 کاملHalpern Type Iterations for Strongly Quasi-nonexpansive Sequences and Its Applications
In this paper, we study the strong convergence of the Halpern type algorithms for a strongly quasi-nonexpansive sequence of operators. These results extend the results of Saejung [11]. Some applications in infinite family of firmly quasi-nonexpansive mappings, multiparameter proximal point algorithm, constraint minimization and subgradient projection are presented.
متن کاملGlobal convergence of an inexact interior-point method for convex quadratic symmetric cone programming
In this paper, we propose a feasible interior-point method for convex quadratic programming over symmetric cones. The proposed algorithm relaxes the accuracy requirements in the solution of the Newton equation system, by using an inexact Newton direction. Furthermore, we obtain an acceptable level of error in the inexact algorithm on convex quadratic symmetric cone programmin...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- J. Global Optimization
دوره 51 شماره
صفحات -
تاریخ انتشار 2011