Metastability of the proximal point algorithm with multi-parameters (Q2043306)
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English | Metastability of the proximal point algorithm with multi-parameters |
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Metastability of the proximal point algorithm with multi-parameters (English)
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30 July 2021
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Summary: In this article we use techniques of proof mining to analyse a result, due to \textit{Y. Yao} and \textit{M. A. Noor} [J. Comput. Appl. Math. 217, No. 1, 46--55 (2008; Zbl 1147.65049)], concerning the strong convergence of a generalized proximal point algorithm which involves multiple parameters. Yao and Noor's result [loc. cit.] ensures the strong convergence of the algorithm to the nearest projection point onto the set of zeros of the operator. Our quantitative analysis, guided by \textit{F. Ferreira} and \textit{P. Oliva}'s [Ann. Pure Appl. Logic 135, No. 1--3, 73--112 (2005; Zbl 1095.03060)] bounded functional interpretation, provides a primitive recursive bound on the metastability for the convergence of the algorithm, in the sense of Terence Tao. Furthermore, we obtain quantitative information on the asymptotic regularity of the iteration. The results of this paper are made possible by an arithmetization of the lim sup.
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convex optimization
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proximal point algorithm
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proof mining
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metastability
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