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

DOI10.1007/s10957-006-9126-4zbMath1278.90443MaRDI QIDQ868573

Andreas Fischer, Yun-Da 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

inclusions; local convergence; nonisolated solutions; generalized equations; upper Lipschitz continuity; proximal-point algorithms

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

49J52: Nonsmooth analysis

90C48: Programming in abstract spaces

47N10: Applications of operator theory in optimization, convex analysis, mathematical programming, economics

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Cites Work

• Monotone (nonlinear) operators in Hilbert space
• Approximate iterations in Bregman-function-based proximal algorithms
• 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
• The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem
• Asymptotic Convergence Analysis of the Proximal Point Algorithm
• Monotone Operators and 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