• Title/Summary/Keyword: proximal point algorithm

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THE PROXIMAL POINT ALGORITHM IN UNIFORMLY CONVEX METRIC SPACES

  • Choi, Byoung Jin;Ji, Un Cig
    • Communications of the Korean Mathematical Society
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    • v.31 no.4
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    • pp.845-855
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    • 2016
  • We introduce the proximal point algorithm in a p-uniformly convex metric space. We first introduce the notion of p-resolvent map in a p-uniformly convex metric space as a generalization of the Moreau-Yosida resolvent in a CAT(0)-space, and then we secondly prove the convergence of the proximal point algorithm by the p-resolvent map in a p-uniformly convex metric space.

A PROXIMAL POINT-TYPE ALGORITHM FOR PSEUDOMONOTONE EQUILIBRIUM PROBLEMS

  • Kim, Jong-Kyu;Anh, Pham Ngoc;Hyun, Ho-Geun
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.4
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    • pp.749-759
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    • 2012
  • A globally convergent algorithm for solving equilibrium problems is proposed. The algorithm is based on a proximal point algorithm (shortly (PPA)) with a positive definite matrix M which is not necessarily symmetric. The proximal function in existing (PPA) usually is the gradient of a quadratic function, namely, ${\nabla}({\parallel}x{\parallel}^2_M)$. This leads to a proximal point-type algorithm. We first solve pseudomonotone equilibrium problems without Lipschitzian assumption and prove the convergence of algorithms. Next, we couple this technique with the Banach contraction method for multivalued variational inequalities. Finally some computational results are given.

RELAXED PROXIMAL POINT ALGORITHMS BASED ON A-AXIMAL RELAXED MONOTONICITY FRAMEWORKS WITH APPLICATIONS

  • Agarwal, Ravi P.;Verma, Ram U.
    • East Asian mathematical journal
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    • v.27 no.5
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    • pp.545-555
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    • 2011
  • Based on the A-maximal(m)-relaxed monotonicity frameworks, the approximation solvability of a general class of variational inclusion problems using the relaxed proximal point algorithm is explored, while generalizing most of the investigations, especially of Xu (2002) on strong convergence of modified version of the relaxed proximal point algorithm, Eckstein and Bertsekas (1992) on weak convergence using the relaxed proximal point algorithm to the context of the Douglas-Rachford splitting method, and Rockafellar (1976) on weak as well as strong convergence results on proximal point algorithms in real Hilbert space settings. Furthermore, the main result has been applied to the context of the H-maximal monotonicity frameworks for solving a general class of variational inclusion problems. It seems the obtained results can be used to generalize the Yosida approximation that, in turn, can be applied to first- order evolution inclusions, and can also be applied to Douglas-Rachford splitting methods for finding the zero of the sum of two A-maximal (m)-relaxed monotone mappings.

CONVERGENCE THEOREMS OF PROXIMAL TYPE ALGORITHM FOR A CONVEX FUNCTION AND MULTIVALUED MAPPINGS IN HILBERT SPACES

  • Aggarwal, Sajan;Uddin, Izhar;Pakkaranang, Nuttapol;Wairojjana, Nopparat;Cholamjiak, Prasit
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.1
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    • pp.1-11
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    • 2021
  • In this paper we study the weak and strong convergence to minimizers of convex function of proximal point algorithm SP-iteration of three multivalued nonexpansive mappings in a Hilbert space.

A MODIFIED PROXIMAL POINT ALGORITHM FOR SOLVING A CLASS OF VARIATIONAL INCLUSIONS IN BANACH SPACES

  • LIU, YING
    • Journal of applied mathematics & informatics
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    • v.33 no.3_4
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    • pp.401-415
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    • 2015
  • In this paper, we propose a modified proximal point algorithm which consists of a resolvent operator technique step followed by a generalized projection onto a moving half-space for approximating a solution of a variational inclusion involving a maximal monotone mapping and a monotone, bounded and continuous operator in Banach spaces. The weak convergence of the iterative sequence generated by the algorithm is also proved.

ITERATIVE ALGORITHMS WITH ERRORS FOR ZEROS OF ACCRETIVE OPERATORS IN BANACH SPACES

  • Jung, Jong-Soo
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.369-389
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    • 2006
  • The iterative algorithms with errors for solutions to accretive operator inclusions are investigated in Banach spaces, including a modification of Rockafellar's proximal point algorithm. Some applications are given in Hilbert spaces. Our results improve the corresponding results in [1, 15-17, 29, 35].

PERTURBED PROXIMAL POINT ALGORITHMS FOR GENERALIZED MIXED VARIATIONAL INEQUALITIES

  • Jeong, Jae-Ug
    • East Asian mathematical journal
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    • v.18 no.1
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    • pp.95-109
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    • 2002
  • In this paper, we study a class of variational inequalities, which is called the generalized set-valued mixed variational inequality. By using the properties of the resolvent operator associated with a maximal monotone mapping in Hilbert spaces, we have established an existence theorem of solutions for generalized set-valued mixed variational inequalities, suggesting a new iterative algorithm and a perturbed proximal point algorithm for finding approximate solutions which strongly converge to the exact solution of the generalized set-valued mixed variational inequalities.

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A PROXIMAL POINT ALGORITHM FOR SOLVING THE GENERAL VARIATIONAL INCLUSIONS WITH M(·, ·)-MONOTONE OPERATORS IN BANACH SPACES

  • Chen, Junmin;Wang, Xian;He, Zhen
    • East Asian mathematical journal
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    • v.29 no.3
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    • pp.315-326
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    • 2013
  • In this paper, a new monotonicity, $M({\cdot},{\cdot})$-monotonicity, is introduced in Banach spaces, and the resolvent operator of an $M({\cdot},{\cdot})$-monotone operator is proved to be single valued and Lipschitz continuous. By using the resolvent operator technique associated with $M({\cdot},{\cdot})$-monotone operators, we construct a proximal point algorithm for solving a class of variational inclusions. And we prove the convergence of the sequences generated by the proximal point algorithms in Banach spaces. The results in this paper extend and improve some known results in the literature.

PROXIMAL POINTS METHODS FOR GENERALIZED IMPLICIT VARIATIONAL-LIKE INCLUSIONS IN BANACH SPACES

  • He, Xin-Feng;Lou, Jian;He, Zhen
    • East Asian mathematical journal
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    • v.28 no.1
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    • pp.37-47
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    • 2012
  • In this paper, we study generalized implicit variational-like inclusions and $J^{\eta}$-proximal operator equations in Banach spaces. It is established that generalized implicit variational-like inclusions in real Banach spaces are equivalent to fixed point problems. We also establish relationship between generalized implicit variational-like inclusions and $J^{\eta}$-proximal operator equations. This equivalence is used to suggest a iterative algorithm for solving $J^{\eta}$-proximal operator equations.

A NEW PROJECTION ALGORITHM FOR SOLVING A SYSTEM OF NONLINEAR EQUATIONS WITH CONVEX CONSTRAINTS

  • Zheng, Lian
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.3
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    • pp.823-832
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    • 2013
  • We present a new algorithm for solving a system of nonlinear equations with convex constraints which combines proximal point and projection methodologies. Compared with the existing projection methods for solving the problem, we use a different system of linear equations to obtain the proximal point; and moreover, at the step of getting next iterate, our projection way and projection region are also different. Based on the Armijo-type line search procedure, a new hyperplane is introduced. Using the separate property of hyperplane, the new algorithm is proved to be globally convergent under much weaker assumptions than monotone or more generally pseudomonotone. We study the convergence rate of the iterative sequence under very mild error bound conditions.