An approximate proximal point algorithm for maximal monotone inclusion problems
Monotone operators and generalizations (47H05) Variational and other types of inclusions (47J22) Iterative procedures involving nonlinear operators (47J25) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Numerical solutions to equations with nonlinear operators (65J15) Convex programming (90C25)
Summary: This paper presents and analyzes a strongly convergent approximate proximal point algorithm for finding zeros of maximal monotone operators in Hilbert spaces. The proposed method combines the proximal subproblem with a more general correction step which takes advantage of more information on the existing iterations. As applications, convex programming problems and generalized variational inequalities are considered. Some preliminary computational results are reported.
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