A relative error tolerance for a family of generalized proximal point methods

• 成果类型: Article
• 署名作者: Burachik, RS; Svaiter, BF
• 署名单位: Universidade Federal do Rio de Janeiro; Instituto Nacional de Matematica Pura e Aplicada (IMPA)
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.26.4.816.10011
• 发表日期: 2001
• 页码: 816-831
• 关键词: monotone-operators; variational-inequalities; multiplier methods; bregman functions; convex; algorithms; CONVERGENCE; enlargement

摘要

We propose a new kind of inexact scheme for a family of generalized proximal point methods for the monotone complementarity problem. These methods, studied by Auslender, Teboulle, and Ben-Tiba, converge under the sole assumption of existence of solutions. We prove convergence of our new scheme and discuss its implementability.