نتایج جستجو برای: proximal point algorithm

تعداد نتایج: 1277695  

Journal: :Math. Program. 2000
Mikhail V. Solodov Benar Fux Svaiter

This paper concerns with convergence properties of the classical proximal point algorithm for finding zeroes of maximal monotone operators in an infinite-dimensional Hilbert space. It is well known that the proximal point algorithm converges weakly to a solution under very mild assumptions. However, it was shown by Güler [11] that the iterates may fail to converge strongly in the infinite-dimen...

1999
M. V. Solodov B. F. Svaiter

This paper concerns with convergence properties of the classical proximal point algorithm for nding zeroes of maximal monotone operators in an innnite-dimensional Hilbert space. It is well known that the proximal point algorithm converges weakly to a solution under very mild assumptions. However, it was shown by G uler 11] that the iterates may fail to converge strongly in the innnite-dimension...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بوعلی سینا - دانشکده علوم پایه 1391

abstract: in this thesis, we focus to class of convex optimization problem whose objective function is given as a linear function and a convex function of a linear transformation of the decision variables and whose feasible region is a polytope. we show that there exists an optimal solution to this class of problems on a face of the constraint polytope of feasible region. based on this, we dev...

2012
Yu-Lin Chang Jein-Shan Chen Jia Wu Liqun Qi JIA WU

This paper is devoted to the study of the proximal point algorithm for solving monotone and nonmonotone nonlinear complementarity problems. The proximal point algorithm is to generate a sequence by solving subproblems that are regularizations of the original problem. After given an appropriate criterion for approximate solutions of subproblems by adopting a merit function, the proximal point al...

Journal: :Math. Program. 1992
Jonathan Eckstein Dimitri P. Bertsekas

This paper shows, by means of a new type of operator called a splitting operator, that the Douglas-Rachford splitting method for finding a zero of the sum of two monotone operators is a special case of the proximal point algorithm. Therefore, applications of Douglas-Rachford splitting, such as the alternating direction method of multipliers for convex programming decomposition, are also special...

2017
Mohammad Taghi Heydari Sajad Ranjbar

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.

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