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WEAK CONVERGENCE OF A RELAXED AND INERTIAL HYBRID PROJECTION-PROXIMAL POINT ALGORITHM FOR MAXIMAL MONOTONE OPERATORS IN HILBERT SPACE.

Authors :
Alvarez, Felipe
Source :
SIAM Journal on Optimization. 2003, Vol. 14 Issue 3, p773-782. 10p.
Publication Year :
2003

Abstract

This paper introduces a general implicit iterative method for finding zeros of a maximal monotone operator in a Hilbert space which unifies three previously studied strategies: relaxation, inertial type extrapolation and projection step. The first two strategies are intended to speed up the convergence of the standard proximal point algorithm, while the third permits one to perform inexact proximal iterations with fixed relative error tolerance. The paper establishes the global convergence of the method for the weak topology under appropriate assumptions on the algorithm parameters. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
14
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
13107799
Full Text :
https://doi.org/10.1137/S1052623403427859