A framework for analyzing local convergence properties with applications to proximal-point algorithms

DOI10.1007/S10957-006-9126-4MaRDI QIDQ868573zbMATH OpenOpenAlexFDO

Authors Andreas Fischer, Yunda Dong

Publication date 6 March 2007

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-006-9126-4

zbMATH Keywords

generalized equationslocal convergenceinclusionsnonisolated solutionsupper Lipschitz continuityproximal-point algorithms

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Programming in abstract spaces (90C48)

Recommendations

• scientific article; zbMATH DE number 1062747
• Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
• Linear convergence analysis for general proximal point algorithms involving \(({\mathcal H},\eta)\)-monotonicity frameworks
• Asymptotic Convergence Analysis of the Proximal Point Algorithm
• On general inexact proximal point algorithms and their contributions to linear convergence analysis

Cites work

• A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
• Approximate iterations in Bregman-function-based proximal algorithms
• Asymptotic Convergence Analysis of the Proximal Point Algorithm
• Inexact Variants of the Proximal Point Algorithm without Monotonicity
• Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
• Local behavior of an iterative framework for generalized equations with nonisolated solutions
• Monotone (nonlinear) operators in Hilbert space
• Monotone Operators and the Proximal Point Algorithm
• The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem

Cited in

(7)

• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Local convergence analysis for the REQP algorithm using conjugate basis matrices
• Local Convergence of a Two-Piece Update of a Projected Hessian Matrix
• An extension of Luque's growth condition
• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
• scientific article; zbMATH DE number 751228 (Why is no real title available?)

This page was built for publication: A framework for analyzing local convergence properties with applications to proximal-point algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q868573)