A Proximal-Projection Method for Finding Zeros of Set-Valued Operators
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Publication:5320752
DOI10.1137/070682071zbMATH Open1208.90133OpenAlexW1986743620MaRDI QIDQ5320752FDOQ5320752
Bregman distanceLegendre functionoperatorfirmly nonexpansive operatoruniformly convex functionTikhonov-Browder regularization
Convex programming (90C25) Nonlinear programming (90C30) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Iterative procedures involving nonlinear operators (47J25) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Programming in abstract spaces (90C48)
Abstract: In this paper we study the convergence of an iterative algorithm for finding zeros with constraints for not necessarily monotone set-valued operators in a reflexive Banach space. This algorithm, which we call the proximal-projection method is, essentially, a fixed point procedure and our convergence results are based on new generalizations of Lemma Opial. We show how the proximal-projection method can be applied for solving ill-posed variational inequalities and convex optimization problems with data given or computable by approximations only. The convergence properties of the proximal-projection method we establish also allow us to prove that the proximal point method (with Bregman distances), whose convergence was known to happen for maximal monotone operators, still converges when the operator involved in it is monotone with sequentially weakly closed graph.
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