Relatively Inexact Proximal Point Algorithm and Linear Convergence Analysis

نویسنده

  • Ram U. Verma
چکیده

Based on a notion of relatively maximal m -relaxed monotonicity, the approximation solvability of a general class of inclusion problems is discussed, while generalizing Rockafellar’s theorem 1976 on linear convergence using the proximal point algorithm in a real Hilbert space setting. Convergence analysis, based on this newmodel, is simpler and compact than that of the celebrated technique of Rockafellar in which the Lipschitz continuity at 0 of the inverse of the set-valued mapping is applied. Furthermore, it can be used to generalize the Yosida approximation, which, in turn, can be applied to first-order evolution equations as well as evolution inclusions.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Comparison of Rates of Convergence of Two Inexact Proximal Point Algorithms

We compare the linear rate of convergence estimates for two inexact proximal point methods. The first one is the classical inexact scheme introduced by Rockafellar, for which we obtain a slightly better estimate than the one given in [16]. The second one is the hybrid inexact proximal point approach introduced in [25, 22]. The advantage of the hybrid methods is that they use more constructive a...

متن کامل

Global 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 کامل

On General Inexact Proximal Point Algorithms and Their Contributions to Linear Convergence Analysis

Based on the notion of relativemaximalmonotonicity, a hybrid proximal point algorithm is introduced and then it is applied to the approximation solvability of a general class of variational inclusion problems, while achieving a linear convergence. The obtained results generalize the celebrated work of Rockafellar (1976) where the Lipschitz continuity at 0 of the inverse of the set-valued mappin...

متن کامل

Inexact Variants of the Proximal Point Algorithm without Monotonicity

This paper studies convergence properties of inexact variants of the proximal point algorithm when applied to a certain class of nonmonotone mappings. The presented algorithms allow for constant relative errors, in the line of the recently proposed hybrid proximal-extragradient algorithm. The main convergence result extends a recent work of the second author, where exact solutions for the proxi...

متن کامل

An inexact interior point proximal method for the variational inequality problem

We propose an infeasible interior proximal method for solving variational inequality problems with maximal monotone operators and linear constraints. The interior proximal method proposed by Auslender, Teboulle and Ben-Tiba [3] is a proximal method using a distance-like barrier function and it has a global convergence property under mild assumptions. However, this method is applicable only to p...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Int. J. Math. Mathematical Sciences

دوره 2009  شماره 

صفحات  -

تاریخ انتشار 2009