Asymptotic Convergence Analysis of a New Class of Proximal Point Methods

DOI10.1137/060666627zbMATH Open1154.90009OpenAlexW2032168841MaRDI QIDQ3525933FDOQ3525933

Authors: William Hager, Hongchao Zhang 

Publication date: 23 September 2008

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/332a3cbade12aa3ce53a00fa679ebbdd374ef62e

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zbMATH Keywords

proximal point methodself-adaptive methoddegenerate optimizationmultiple minimaoptimization on a Hilbert space

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Programming in abstract spaces (90C48)

Cited In (8)

• Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
• Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
• A proximal point algorithm for finding a common zero of a finite family of maximal monotone operators in the presence of computational errors
• Maximal monotone operators and the proximal point algorithm in the presence of computational errors
• Inexact proximal point methods in metric spaces
• On the local convergence of a derivative-free algorithm for least-squares minimization
• An improved proximal alternating direction method for monotone variational inequalities with separable structure
• The developments of proximal point algorithms

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