A relaxed approximate proximal point algorithm

A relaxed approximate proximal point algorithm

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Article ID: iaor20052342
Country: Netherlands
Volume: 133
Issue: 1
Start Page Number: 119
End Page Number: 125
Publication Date: Jan 2005
Journal: Annals of Operations Research
Authors: ,
Abstract:

For a maximal monotone operator T, a well-known overrelaxed point algorithm is often used to find the zeros of T. In this paper, we enhance the algorithm to find a point in T–1(0) ∩ X, where X is a given closed convex set. In the inexact case of our modified relaxed proximal point algorithm, we give a new criterion. The convergence analysis is quite easy to follow.

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