Asymptotic Convergence Analysis of a New Class of Proximal Point Methods

DOI10.1137/060666627MaRDI QIDQ3525933zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(8)

• Inexact proximal point methods in metric spaces
• Maximal monotone operators and the proximal point algorithm in the presence of computational errors
• Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
• 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
• 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
• The developments of proximal point algorithms

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