Error bounds for proximal point subproblems and associated inexact proximal point algorithms
From MaRDI portal
Publication:1584008
DOI10.1007/s101070000175zbMath0963.90064MaRDI QIDQ1584008
Benar Fux Svaiter, Mikhail V. Solodov
Publication date: 21 March 2001
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
variational inequalitiesmaximal operatorserror boundproximal point algorithmsproximal point subproblems
Variational and other types of inequalities involving nonlinear operators (general) (47J20) Monotone operators and generalizations (47H05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (42)
Projection-proximal methods for general variational inequalities ⋮ An additional projection step to He and Liao's method for solving variational inequalities ⋮ The interior proximal extragradient method for solving equilibrium problems ⋮ New inexact implicit method for general mixed quasi variational inequalities ⋮ Gap functions and global error bounds for set-valued variational inequalities ⋮ Modified descent-projection method for solving variational inequalities ⋮ Inexact proximal point method for general variational inequalities ⋮ Global convergence of a proximal linearized algorithm for difference of convex functions ⋮ An inexact implicit method for general mixed variational inequalities ⋮ Three-steps iterative algorithms for mixed variational inequalities ⋮ Proximal algorithms for a class of mixed equilibrium problems ⋮ Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant ⋮ Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization ⋮ A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance ⋮ Principled analyses and design of first-order methods with inexact proximal operators ⋮ Proximal-like contraction methods for monotone variational inequalities in a unified framework. I: Effective quadruplet and primary methods ⋮ Proximal-like contraction methods for monotone variational inequalities in a unified framework. II: General methods and numerical experiments ⋮ The proximal point algorithm for pseudomonotone variational inequalities on Hadamard manifolds ⋮ Modified proximal-point method for nonlinear complementarity problems ⋮ An LQP method for pseudomonotone variational inequalities ⋮ Maximal monotone operators and the proximal point algorithm in the presence of computational errors ⋮ A projection-proximal point algorithm for solving generalized variational inequalities ⋮ Global error bounds for mixed Quasi-Hemivariational inequality problems on Hadamard manifolds ⋮ An inexact proximal point algorithm for maximal monotone vector fields on Hadamard manifolds ⋮ On the convergence analysis of inexact hybrid extragradient proximal point algorithms for maximal monotone operators ⋮ An APPA-based descent method with optimal step-sizes for monotone variational inequalities ⋮ Approximate versions of proximal iteratively reweighted algorithms including an extended IP-ICMM for signal and image processing problems ⋮ Comparison of two proximal point algorithms for monotone variational inequalities ⋮ An approximate proximal-extragradient type method for monotone variational inequalities ⋮ Proximal methods for a class of bilevel monotone equilibrium problems ⋮ New extragradient-type methods for solving variational inequalities ⋮ A modified inexact implicit method for mixed variational inequalities ⋮ Solutions to inexact resolvent inclusion problems with applications to nonlinear analysis and optimization ⋮ Robustness of the hybrid extragradient proximal-point algorithm. ⋮ A new logarithmic-quadratic proximal method for nonlinear complementarity problems ⋮ Distributed Learning with Sparse Communications by Identification ⋮ Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations ⋮ Modified extragradient methods for solving variational inequalities ⋮ The indefinite proximal point algorithms for maximal monotone operators ⋮ Approximate first-order primal-dual algorithms for saddle point problems ⋮ A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes ⋮ A partially inexact ADMM with o(1/n) asymptotic convergence rate, 𝒪(1/n) complexity, and immediate relative error tolerance
This page was built for publication: Error bounds for proximal point subproblems and associated inexact proximal point algorithms
