Combining Strong Convergence, Values Fast Convergence and Vanishing of Gradients for a Proximal Point Algorithm Using Tikhonov Regularization in a Hilbert Space
Optimization and Control
2023-09-26 v1
Abstract
In a real Hilbert space . Given any function convex differentiable whose solution set is nonempty, by considering the Proximal Algorithm , where and is nondecreasing function, and by assuming some assumptions on , we will show that the value of the objective function in the sequence generated by our algorithm converges in order to the global minimum of the objective function, and that the generated sequence converges strongly to the minimum norm element of , we also obtain a convergence rate of gradient toward zero. Afterward, we extend these results to non-smooth convex functions with extended real values.
Cite
@article{arxiv.2309.13200,
title = {Combining Strong Convergence, Values Fast Convergence and Vanishing of Gradients for a Proximal Point Algorithm Using Tikhonov Regularization in a Hilbert Space},
author = {A. C. Bagy and Z. Chbani and H. Riahi},
journal= {arXiv preprint arXiv:2309.13200},
year = {2023}
}