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Continuous regularized proximal minimization method

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Abstract

A continuous regularization method based on the proximal method is proposed for minimization problems with an inexact objective function. Sufficient convergence conditions are given, and the regularizing operator is constructed.

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References

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Translated from Chislennye Metody v Matematicheskoi Fizike, Published by Moscow University, Moscow, 1996. pp. 5–25.

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Vasil'ev, F.P., Nedich, A. & Obradovich, O. Continuous regularized proximal minimization method. Comput Math Model 8, 85–94 (1997). https://doi.org/10.1007/BF02405157

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  • DOI: https://doi.org/10.1007/BF02405157

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