Maximal Monotone Operators and the Proximal Point Algorithm in the Presence of Computational Errors

Maximal Monotone Operators and the Proximal Point Algorithm in the Presence of Computational Errors

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Article ID: iaor20116440
Volume: 150
Issue: 1
Start Page Number: 20
End Page Number: 32
Publication Date: Jul 2011
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: heuristics
Abstract:

In a finite‐dimensional Euclidean space, we study the convergence of a proximal point method to a solution of the inclusion induced by a maximal monotone operator, under the presence of computational errors. Most results known in the literature establish the convergence of proximal point methods, when computational errors are summable. In the present paper, the convergence of the method is established for nonsummable computational errors. We show that the proximal point method generates a good approximate solution, if the sequence of computational errors is bounded from above by a constant.

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