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Mathematical Programming

, Volume 50, Issue 1–3, pp 359–366 | Cite as

Finite termination of the proximal point algorithm

  • Michael C. Ferris
Article

Abstract

This paper concerns the notion of a sharp minimum on a set and its relationship to the proximal point algorithm. We give several equivalent definitions of the property and use the notion to prove finite termination of the proximal point algorithm.

Key words

Sharp minima proximal point finite termination 

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Copyright information

© The Mathematical Programming Society, Inc. 1991

Authors and Affiliations

  • Michael C. Ferris
    • 1
  1. 1.Computer Sciences DepartmentUniversity of WisconsinMadisonUSA

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