Convergence of the proximal point algorithm to approximate solutions of variational inequalities

MaRDI QIDQ2910008zbMATH OpenFDO

Authors Alexander J. Zaslavski

Publication date 7 September 2012

Published in Panamerican Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Hilbert spaceproximal point algorithmvariational inequalities

Mathematics Subject Classification ID

Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

Review text

The author introduces a notion of approximate solutions and proves that for the proximal point algorithm considered almost all iterates are approximate solutions. It is an interesting short article with a useful result.

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Cited in

(17)

• The convergence of proximal methods to fixed points of extremal mappings and estimates of their rate of convergence
• Convergence results of two-step inertial proximal point algorithm
• Convergence to approximate solutions of variational inequalities
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• scientific article; zbMATH DE number 1300180 (Why is no real title available?)
• scientific article; zbMATH DE number 1062747 (Why is no real title available?)
• Finite convergence of a projected proximal point algorithm for the generalized variational inequalities
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• A class of Fejér convergent algorithms, approximate resolvents and the hybrid proximal-extragradient method
• Convergence analysis of a relaxed extragradient–proximal point algorithm application to variational inequalities
• On the convergence of the proximal algorithm for saddle-point problems
• scientific article; zbMATH DE number 6179220 (Why is no real title available?)
• scientific article; zbMATH DE number 7450963 (Why is no real title available?)
• A note for the convergence of approximate proximal point algorithm
• scientific article; zbMATH DE number 5586189 (Why is no real title available?)
• Convergence to approximate solutions and perturbation resilience of iterative algorithms
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