• DocumentCode
    3085034
  • Title

    A nonlinear proximal point algorithm

  • Author

    Luque, J.

  • Author_Institution
    University of Puerto Rico, Rio Piedras, PR
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    816
  • Lastpage
    817
  • Abstract
    Exact and approximate versions of a nonlinear proximal point algorithm (NPA) are presented. Both are globally weakly convergent to a zero of T, a maximal monotone map on a real Hilbert space. Conditions implying sublinear, linear, superlinear, and finite convergence to the zero set of T are given. An implementation of the approximate version for T strongly monotone is stated. When applied to a convex (resp. saddle) function, the speed of approach to the minimum (resp. saddle) value is estimated.
  • Keywords
    Convergence; Mathematics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272506
  • Filename
    4049383
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3085034