A relative error tolerance for a family of generalized proximal point methods

A relative error tolerance for a family of generalized proximal point methods

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Article ID: iaor20041220
Country: United States
Volume: 26
Issue: 4
Start Page Number: 816
End Page Number: 831
Publication Date: Nov 2001
Journal: Mathematics of Operations Research
Authors: ,
Keywords: complementarity
Abstract:

We propose a new kind of inexact scheme for a family of generalized proximal point methods for the monotone complementarity problem. These methods, studied by Auslender, Teboulle, and Ben-Tiba, converge under the sole assumption of existence of solutions. We prove convergence of our new scheme and discuss its implementability.

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