An Approximate Proximal Point Algorithm for Maximal Monotone Inclusion Problems | Zendy

Lingling Huang | Zendy; Sanyang Liu | Zendy; Weifeng Gao | Zendy

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An Approximate Proximal Point Algorithm for Maximal Monotone Inclusion Problems

Author(s) -

Lingling Huang,

Sanyang Liu,

Weifeng Gao

Publication year - 2011

Publication title -

mathematical problems in engineering

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.262

H-Index - 62

eISSN - 1026-7077

pISSN - 1024-123X

DOI - 10.1155/2011/262073

Subject(s) - monotone polygon , mathematics , variational inequality , hilbert space , regular polygon , point (geometry) , mathematical optimization , algorithm , monotonic function , proximal gradient methods , convex optimization , pure mathematics , mathematical analysis , geometry

This paper presents and analyzes a strongly convergent approximate proximal point algorithm for finding zeros of maximal monotone operators in Hilbert spaces. The proposed method combines the proximal subproblem with a more general correction step which takes advantage of more information on the existing iterations. As applications, convex programming problems and generalized variational inequalities are considered. Some preliminary computational results are reported

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