Linear Convergence of Generalized Proximal Point Algorithms for Monotone Inclusion Problems

Publication date 20 March 2022

Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Numerical solutions to equations with nonlinear operators (65J15) Convex programming (90C25) Nonlinear programming (90C30)

Abstract: We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone operator is Lipschitz continuous, we provide Q-linear and R-linear convergence results on generalized proximal point algorithms. Comparisons between our results and related ones in the literature are presented in remarks of this work.

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