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A Relaxed Approximate Proximal Point Algorithm

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Abstract

For a maximal monotone operator T, a well-known overrelaxed point algorithm is often used to find the zeros of T. In this paper, we enhance the algorithm to find a point in \(T^{-1}(0)\cap \mathcal{X}\) , where \(\mathcal{X}\) is a given closed convex set. In the inexact case of our modified relaxed proximal point algorithm, we give a new criterion. The convergence analysis is quite easy to follow.

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Authors and Affiliations

  1. Department of Mathematics, Nanjing University, Nanjing, 210093, P.R. China

    Zhenhua Yang & Bingsheng He

Authors
  1. Zhenhua Yang
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  2. Bingsheng He
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Yang, Z., He, B. A Relaxed Approximate Proximal Point Algorithm. Ann Oper Res 133, 119–125 (2005). https://doi.org/10.1007/s10479-004-5027-9

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  • DOI: https://doi.org/10.1007/s10479-004-5027-9

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