A Relaxed Approximate Proximal Point Algorithm |
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Authors: | Zhenhua Yang Bingsheng He |
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Institution: | (1) Department of Mathematics, Nanjing University, Nanjing, 210093, P.R. China |
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Abstract: | For a maximal monotone operator T, a well-known overrelaxed point algorithm is often used to find the zeros of T. In this paper, we enhance the algorithm to find a point in
, where
is a given closed convex set. In the inexact case of our modified relaxed proximal point algorithm, we give a new criterion.
The convergence analysis is quite easy to follow. |
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Keywords: | proximal point algorithms monotone operators inexact relaxation |
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