Strong convergence of a proximal point algorithm with bounded error sequence

Strong convergence of a proximal point algorithm with bounded error sequence

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Article ID: iaor2013657
Volume: 7
Issue: 2
Start Page Number: 415
End Page Number: 420
Publication Date: Feb 2013
Journal: Optimization Letters
Authors: ,
Keywords: proximal point algorithm, Hilbert space
Abstract:

Given any maximal monotone operator A : D ( A ) H 2 H equ1 in a real Hilbert space H with A 1 ( 0 ) equ2 , it is shown that the sequence of proximal iterates x n + 1 = ( I + γ n A ) 1 ( λ n u + ( 1 λ n ) ( x n + e n ) ) equ3 converges strongly to the metric projection of u on A −1(0) for (e n ) bounded, λ n ( 0 , 1 ) equ4 with λ n 1 equ5 and γ n > 0 with γ n equ6 as n equ7 . In comparison with our previous paper (Boikanyo and Moroşanu in Optim Lett 4(4):635–641, 2010), where the error sequence was supposed to converge to zero, here we consider the classical condition that errors be bounded. In the case when A is the subdifferential of a proper convex lower semicontinuous function φ : H ( , + ] equ8 , the algorithm can be used to approximate the minimizer of φ which is nearest to u.

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