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.
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This material is based on research supported by National Science Foundation Grants DCR-8521228 and CCR-8723091, and Air Force Office of Scientific Research Grant AFOSR-86-0172.
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Ferris, M.C. Finite termination of the proximal point algorithm. Mathematical Programming 50, 359–366 (1991). https://doi.org/10.1007/BF01594944
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DOI: https://doi.org/10.1007/BF01594944