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Error bounds for proximal point subproblems and associated inexact proximal point algorithms 总被引:1,自引:0,他引:1
We study various error measures for approximate solution of proximal point regularizations of the variational inequality problem,
and of the closely related problem of finding a zero of a maximal monotone operator. A new merit function is proposed for
proximal point subproblems associated with the latter. This merit function is based on Burachik-Iusem-Svaiter’s concept of
ε-enlargement of a maximal monotone operator. For variational inequalities, we establish a precise relationship between the
regularized gap function, which is a natural error measure in this context, and our new merit function. Some error bounds
are derived using both merit functions for the corresponding formulations of the proximal subproblem. We further use the regularized
gap function to devise a new inexact proximal point algorithm for solving monotone variational inequalities. This inexact
proximal point method preserves all the desirable global and local convergence properties of the classical exact/inexact method,
while providing a constructive error tolerance criterion, suitable for further practical applications. The use of other tolerance
rules is also discussed.
Received: April 28, 1999 / Accepted: March 24, 2000?Published online July 20, 2000 相似文献
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Renato D. C. Monteiro Camilo Ortiz Benar F. Svaiter 《Computational Optimization and Applications》2014,57(1):45-69
In this paper, we consider block-decomposition first-order methods for solving large-scale conic semidefinite programming problems given in standard form. Several ingredients are introduced to speed-up the method in its pure form such as: an aggressive choice of stepsize for performing the extragradient step; use of scaled inner products; dynamic update of the scaled inner product for properly balancing the primal and dual relative residuals; and proper choices of the initial primal and dual iterates, as well as the initial parameter for the scaled inner product. Finally, we present computational results showing that our method outperforms the two most competitive codes for large-scale conic semidefinite programs, namely: the boundary-point method introduced by Povh et al. and the Newton-CG augmented Lagrangian method by Zhao et al. 相似文献
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We analyse the growth rate of a number theoretic function related to the operational complexity of integers
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We propose an analog model for quantum gravity effects using nonlinear dielectrics. Fluctuations of the spacetime lightcone are expected in quantum gravity, leading to variations in the flight times of pulses. This effect can also arise in a nonlinear material. We propose a model in which fluctuations of a background electric field, such as that produced by a squeezed photon state, can cause fluctuations in the effective lightcone for probe pulses. This leads to a variation in flight times analogous to that in quantum gravity. We make some numerical estimates which suggest that the effect might be large enough to be observable. 相似文献
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A model for observable effects of time modulated electromagnetic vacuum fluctuations is presented. The model involves a probe pulse which traverses a slab of nonlinear optical material with a nonzero second order polarizability. We argue that the pulse interacts with the ambient vacuum fluctuations of other modes of the quantized electric field, and these vacuum fluctuations cause variations in the flight time of the pulse through the material. The geometry of the slab of material defines a sampling function for the quantized electric field, which in turn determines that vacuum modes whose wavelengths are of the order of the thickness of the slab give the dominant contribution. Some numerical estimates are made, which indicate that fractional fluctuations in flight time of the order of 10−8 are possible in realistic situations. The model presented here is both an illustration of a physical effect of vacuum fluctuations occurring in a finite interval of time, and an analog model for the lightcone fluctuations predicted by quantum gravity. 相似文献