Relatively inexact proximal point algorithm and linear convergence analysis (Q963522)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Relatively inexact proximal point algorithm and linear convergence analysis
scientific article

    Statements

    Relatively inexact proximal point algorithm and linear convergence analysis (English)
    0 references
    0 references
    20 April 2010
    0 references
    Summary: Based on a notion of relatively maximal \((m)\)-relaxed monotonicity, the approximation solvability of a general class of inclusion problems is discussed, while generalizing \textit{R. T. Rockafellar}'s theorem [Math. Oper. Res. 1, 97--116 (1976; Zbl 0402.90076)] on linear convergence using the proximal point algorithm in a real Hilbert space setting. Convergence analysis, based on this new model, is simpler and more compact than that of the celebrated technique of Rockafellar in which the Lipschitz continuity at 0 of the inverse of the set-valued mapping is applied. Furthermore, it can be used to generalize the Yosida approximation, which, in turn, can be applied to first-order evolution equations as well as evolution inclusions.
    0 references
    relatively maximal \((m)\)-relaxed monotonicity
    0 references
    Rockafellar's theorem
    0 references
    convergence analysis
    0 references
    Yosida approximation
    0 references

    Identifiers