English

A proximal point algorithm revisited and extended

Optimization and Control 2017-03-14 v1

Abstract

This Note is inspired by the recent paper by Djafary Rouhani and Moradi [J. Optim. Theory Appl. 172 (2017) 222-235], where a proximal point algorithm proposed by Boikanyo and Moro\c{s}anu [Optim. Lett. 7 (2013) 415-420] is discussed. We start with a brief history of the subject and then propose and analyse the following more general algorithm for approximating the zeroes of a maximal monotone operator AA in real Hilbert space HH xn+1=(I+βnA)1(un+αn(xn+en)),  n0, x_{n+1}=(I+\beta_nA)^{-1}(u_n + \alpha_n(x_n+e_n)), \ \ n\ge 0\, , where x0Hx_0\in H is a given starting point, unuu_n \rightarrow u is a given sequence in HH, Rαn0{R} \ni \alpha_n \rightarrow 0, and (en)(e_n) is the error sequence satisfying αnen0\alpha_ne_n\rightarrow 0. Besides the main result on the strong convergence of (xn)(x_n), we discuss some particular cases, including the approximation of minimizers of convex functionals, explain how to use our algorithm in practice, and present some simulations to illustrate the applicability of our algorithm.

Keywords

Cite

@article{arxiv.1703.04051,
  title  = {A proximal point algorithm revisited and extended},
  author = {Gheorghe Morosanu},
  journal= {arXiv preprint arXiv:1703.04051},
  year   = {2017}
}

Comments

10 pages

R2 v1 2026-06-22T18:43:17.507Z