Some Remarks on the Proximal Point Algorithm

Some Remarks on the Proximal Point Algorithm

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Article ID: iaor20123936
Volume: 153
Issue: 3
Start Page Number: 769
End Page Number: 778
Publication Date: Jun 2012
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: proximal point algorithm, Lagrangian methods
Abstract:

In this paper, we obtain some results on the boundedness and asymptotic behavior of the sequence generated by the proximal point algorithm without summability assumption on the error sequence. We also study the rate of convergence to minimum value of a proper, convex, and lower semicontinuous function. Finally, we consider the proximal point algorithm for solving equilibrium problems.

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