Abstract
In this paper we construct a proximal point algorithm for maximal monotone operators with appropriate regularization parameters. We obtain the strong convergence of the proposed algorithm, which affirmatively answer the open question put forth by Boikanyo and Morosanu (Optim Lett 4:635–641, 2010).
Similar content being viewed by others
References
Rockafellar R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 14, 877–898 (1976)
Güler O.: On the convergence of the proximal point algorithm for convex optimization. SIAM J. Control Optim. 29, 403–419 (1991)
Xu H.K.: Iterative algorithms for nonlinear operators. J. Lond. Math. Soc. 66(2), 240–256 (2002)
Boikanyo O.A., Morosanu G.: Modified Rockafellar’s algorithms. Math. Sci. Res. J. 13(5), 101–122 (2009)
Xu H.K.: A regularization method for the proximal point algorithm. J. Glob. Optim. 36, 115–125 (2006)
Lehdili N., Moudafi A.: Combining the proximal point for convex optimization. Optimization 37, 239–252 (1996)
Boikanyo O.A., Morosanu G.: A proximal point algorithm converging strongly for general errors. Optim. Lett. 4, 635–641 (2010)
Pardalos, P.M., Resende, M. (eds): Handbook of applied optimization. Oxford University Press, New York (2002)
Kaplan A., Tichatschke R.: Convergence analysis of non-quadratic proximal methods for variational inequalities in Hilbert spaces. J. Global Optim. 22, 119–136 (2002)
Qin X., Kang S.M., Cho Y.J.: Approximating zeros of monotone operators by proximal point algorithms. J. Global Optim. 46, 75–87 (2010)
Floudas, C.A., Pardalos, P.M. (eds): Encyclopedia of optimization, 2nd edn. Springer, Berlin (2009)
Brezis H.: Operateurs Maximaux Monotones et Semi-Groups de Contractions dans les Espaces de Hilbert. North-Holland, Amsterdam (1973)
Suzuki T.: Strong convergence theorems for infinite families of nonexpansive mappings in general Banach spaces. Fixed Point Theory Appl. 2005, 103–123 (2005)
Marino G., Xu H.K.: Convergence of generalized proximal point algorithm. Communications on Pure and Appl. Anal. 3, 791–808 (2004)
Goebel K., Kirk W.A.: Topics in metric fixed point theory, Cambridge studies in advanced mathematics, vol. 28. Cambridge University Press, Cambridge (1990)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Yao, Y., Shahzad, N. Strong convergence of a proximal point algorithm with general errors. Optim Lett 6, 621–628 (2012). https://doi.org/10.1007/s11590-011-0286-2
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11590-011-0286-2