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Strong Convergence of Two Proximal Point Algorithms with Possible Unbounded Error Sequences

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Abstract

We consider a proximal point algorithm with errors for a maximal monotone operator in a real Hilbert space, previously studied by Boikanyo and Morosanu, where they assumed that the zero set of the operator is nonempty and the error sequence is bounded. In this paper, by using our own approach, we significantly improve the previous results by giving a necessary and sufficient condition for the zero set of the operator to be nonempty, and by showing that in this case, this iterative sequence converges strongly to the metric projection of some point onto the zero set of the operator, without assuming the boundedness of the error sequence. We study also in a similar way the strong convergence of a new proximal point algorithm and present some applications of our results to optimization and variational inequalities.

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Acknowledgments

The authors are grateful to the referees for valuable suggestions leading to the improvement of the paper.

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Correspondence to Behzad Djafari Rouhani.

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Djafari Rouhani, B., Moradi, S. Strong Convergence of Two Proximal Point Algorithms with Possible Unbounded Error Sequences. J Optim Theory Appl 172, 222–235 (2017). https://doi.org/10.1007/s10957-016-1028-5

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  • DOI: https://doi.org/10.1007/s10957-016-1028-5

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