Tight Sublinear Convergence Rate of the Proximal Point Algorithm for Maximal Monotone Inclusion Problems

Authors :: Junfeng Yang
Guoyong Gu
Source :: SIAM Journal on Optimization. 30:1905-1921
Publication Year :: 2020
Publisher :: Society for Industrial & Applied Mathematics (SIAM), 2020.
Abstract: The tight sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems is established based on the squared fixed point residual. By using the performance estim...

Subjects :: TheoryofComputation_MISCELLANEOUS
Semidefinite programming
021103 operations research
Sublinear function
0211 other engineering and technologies
010103 numerical & computational mathematics
02 engineering and technology
Fixed point
Residual
01 natural sciences
Theoretical Computer Science
Proximal point
Monotone polygon
Rate of convergence
0101 mathematics
Algorithm
Software
Mathematics

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