On the Convergence and O(1/N) Complexity of a Class of Nonlinear Proximal Point Algorithms for Monotonic Variational Inequalities
نویسندگان
چکیده
This paper presents a class of proximal point algorithms (PPA) with nonlinear proximal terms. Proximal minimization algorithm using Bregman distance for convex minimization is extended for solving monotonic variational inequalities. Under suitable conditions, the convergence and O(1/N) computing complexity/convergence rate of the proposed algorithm is obtained. Further more, connections to some existing popular methods are given, which shows that the presented algorithm can include metric proximal point algorithm and projection method within a general form.
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