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An Inexact Proximal-Type Algorithm in Banach Spaces

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Abstract

In this paper, we investigate the strong convergence of an inexact proximal-point algorithm. It is known that the proximal-point algorithm converges weakly to a solution of a maximal monotone operator, but fails to converge strongly. Solodov and Svaiter (Math. Program. 87:189–202, 2000) introduced a new proximal-type algorithm to generate a strongly convergent sequence and established a convergence result in Hilbert space. Subsequently, Kamimura and Takahashi (SIAM J. Optim. 13:938–945, 2003) extended the Solodov and Svaiter result to the setting of uniformly convex and uniformly smooth Banach space. On the other hand, Rockafellar (SIAM J. Control Optim. 14:877–898, 1976) gave an inexact proximal-point algorithm which is more practical than the exact one. Our purpose is to extend the Kamimura and Takahashi result to a new inexact proximal-type algorithm. Moreover, this result is applied to the problem of finding the minimizer of a convex function on a uniformly convex and uniformly smooth Banach space.

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Authors and Affiliations

  1. Department of Mathematics, Shanghai Normal University, Shanghai, China

    L. C. Zeng

  2. Department of Applied Mathematics, National Sun Yat-Sen University, Kaohsiung, Taiwan

    J. C. Yao

Authors
  1. L. C. Zeng
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  2. J. C. Yao
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Corresponding author

Correspondence to J. C. Yao.

Additional information

Communicated by S. Schaible.

L.C. Zeng’s research was partially supported by the Teaching and Research Award Fund for Outstanding Young Teachers in Higher Education Institutions of MOE, China and by the Dawn Program Foundation in Shanghai.

J.C. Yao’s research was partially supported by the National Science Council of the Republic of China.

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Zeng, L.C., Yao, J.C. An Inexact Proximal-Type Algorithm in Banach Spaces. J Optim Theory Appl 135, 145–161 (2007). https://doi.org/10.1007/s10957-007-9261-6

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