Hölder Metric Subregularity with Applications to Proximal Point Method
Author(s) -
Guoyin Li,
Boris S. Mordukhovich
Publication year - 2012
Publication title -
siam journal on optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.066
H-Index - 136
eISSN - 1095-7189
pISSN - 1052-6234
DOI - 10.1137/120864660
Subject(s) - mathematics , metric (unit) , monotone polygon , mathematical analysis , convergence (economics) , upper and lower bounds , rate of convergence , geometry , computer science , operations management , economics , computer network , channel (broadcasting) , economic growth
This paper is mainly devoted to the study and applications of Holder metric subregularity (or metric $q$-subregularity of order $q\in(0,1]$) for general set-valued mappings between infinite-dimensional spaces. Employing advanced techniques of variational analysis and generalized differentiation, we derive neighborhood and point-based sufficient conditions as well as necessary conditions for $q$-metric subregularity with evaluating the exact subregularity bound, which are new even for the conventional (first-order) metric subregularity in both finite and infinite dimensions. In this way we also obtain new fractional error bound results for composite polynomial systems with explicit calculating fractional exponents. Finally, metric $q$-subregularity is applied to conduct a quantitative convergence analysis of the classical proximal point method (PPM) for finding zeros of maximal monotone operators on Hilbert spaces.
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