A Variable Metric Proximal Point Algorithm for Monotone Operators

DOI10.1137/S0363012992235547zbMATH Open0918.90112MaRDI QIDQ4252991FDOQ4252991

Authors: James V. Burke, Maijian Qian 

Publication date: 24 June 1999

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

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zbMATH Keywords

global convergenceconvergence ratesmaximal monotone operatorvariable metricproximal point methods

Mathematics Subject Classification ID

Convex programming (90C25) Monotone operators and generalizations (47H05) Methods involving semicontinuity and convergence; relaxation (49J45)

Cited In (34)

• An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
• A contraction proximal point algorithm with two monotone operators
• The PPA-based numerical algorithm with the \(O(1/t)\) convergence rate for variant variational inequalities
• A projection-proximal point algorithm for solving generalized variational inequalities
• Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
• A Class of Inexact Variable Metric Proximal Point Algorithms
• Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
• Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
• A general self-adaptive relaxed-PPA method for convex programming with linear constraints
• Tseng’s Algorithm with Extrapolation from the past Endowed with Variable Metrics and Error Terms
• Adaptive FISTA for Nonconvex Optimization
• A generalized contraction proximal point algorithm with two monotone operators
• An accelerated inexact proximal point algorithm for convex minimization
• A Variable Metric Extension of the Forward–Backward–Forward Algorithm for Monotone Operators
• Variable metric quasi-Fejér monotonicity
• A class of variable metric decomposition methods for monotone variational inclusions
• Preconditioning of a generalized forward-backward splitting and application to optimization on graphs
• Variable metric forward-backward splitting with applications to monotone inclusions in duality
• On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
• A splitting algorithm for coupled system of primal-dual monotone inclusions
• Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm
• On the optimal linear convergence rate of a generalized proximal point algorithm
• The indefinite proximal point algorithms for maximal monotone operators
• A new convergence analysis and perturbation resilience of some accelerated proximal forward-backward algorithms with errors
• A customized proximal point algorithm for convex minimization with linear constraints
• A variable metric proximal-descent algorithm for monotone operators
• A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*
• Fast Moreau envelope computation I: Numerical algorithms
• An introduction to continuous optimization for imaging
• Convergence analysis of a variable metric forward-backward splitting algorithm with applications
• Modified proximal point algorithms on Hadamard manifolds
• A \(J\)-symmetric quasi-Newton method for minimax problems
• The developments of proximal point algorithms
• Principled analyses and design of first-order methods with inexact proximal operators

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