Quantitative results on the multi-parameters Proximal Point Algorithm
Functional Analysis
2019-12-24 v1 Logic
Abstract
We give a quantitative analysis of a theorem due to Fenghui Wang and Huanhuan Cui concerning the convergence of a multi-parametric version of the proximal point algorithm. Wang and Cui's result ensures the convergence of the algorithm to a zero of the operator. Our quantitative analysis provides explicit bounds on the metastability (in the sense of Terence Tao) for the convergence and the asymptotic regularity of the iteration. Moreover, our analysis bypasses the need of sequential weak compactness and only requires a weak form of the metric projection argument.
Cite
@article{arxiv.1912.10175,
title = {Quantitative results on the multi-parameters Proximal Point Algorithm},
author = {Bruno Dinis and Pedro Pinto},
journal= {arXiv preprint arXiv:1912.10175},
year = {2019}
}
Comments
18 pages