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

DOI10.1007/S10957-006-9126-4zbMATH Open1278.90443OpenAlexW2077227317MaRDI QIDQ868573FDOQ868573

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

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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)

Cites Work

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

Cited In (7)

• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• Local Convergence of a Two-Piece Update of a Projected Hessian Matrix
• Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
• An extension of Luque's growth condition
• Local convergence analysis for the REQP algorithm using conjugate basis matrices
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Title not available (Why is that?)

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