Strong convergence of a proximal-based method for convex optimization

Strong convergence of a proximal-based method for convex optimization

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Article ID: iaor20041781
Country: Germany
Volume: 57
Issue: 3
Start Page Number: 393
End Page Number: 407
Publication Date: Jan 2003
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

In this work we study a proximal-like method for the problem of convex minimization in Hilbert spaces. Using the classical proximal mapping, we construct a new stable iterative procedure. The strong convergence of obtained sequences to the normal solution of the optimization problem is proved. Some results of this paper are extended for uniformly convex Banach spaces.

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