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A new approximate proximal point algorithm for maximal monotone operator
Authors:Bingsheng?He  author-information"  >  author-information__contact u-icon-before"  >  mailto:hebma@nju.edu.cn"   title="  hebma@nju.edu.cn"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author,Lizhi?Liao,Zhenhua?Yang
Affiliation:1. Department of Mathematics, Nanjing University, Nanjing 210093, China
2. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Kowloon, Hong Kong, China
Abstract:
The problem concerned in this paper is the set-valued equation 0 ∈ T(z) where T is a maximal monotone operator. For given xk and βk >: 0, some existing approximate proximal point algorithms take (x^{k + 1} = tilde x^k ) such that
$x^k + e^k in tilde x^k + beta _k T(tilde x^k ) and left| {e^k } right| leqslant eta _k left| {x^k - tilde x^k } right|,$
where ?k is a non-negative summable sequence. Instead of (x^{k + 1} = tilde x^k ), the new iterate of the proposing method is given by
$x^{k + 1} = P_Omega [tilde x^k - e^k ],$
where Ω is the domain of T and PΩ(·) denotes the projection on Ω. The convergence is proved under a significantly relaxed restriction supK>0 ηKη1.
Keywords:proximal point algorithms   monotone operators   approximate methods.
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