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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…

Functional Analysis · Mathematics 2019-12-24 Bruno Dinis , Pedro Pinto

In this work, we propose and study a framework of generalized proximal point algorithms associated with a maximally monotone operator. We indicate sufficient conditions on the regularization and relaxation parameters of generalized proximal…

Optimization and Control · Mathematics 2022-03-29 Hui Ouyang

Using proof-theoretical techniques, we analyze a proof by H.-K. Xu regarding a result of strong convergence for the Halpern type proximal point algorithm. We obtain a rate of metastability (in the sense of T. Tao) and also a rate of…

Functional Analysis · Mathematics 2020-01-01 Pedro Pinto

We prove an abstract form of the strong convergence of the Halpern-type and Tikhonov-type proximal point algorithms in CAT(0) spaces. In addition, we derive uniform and computable rates of metastability (in the sense of Tao) for these…

Optimization and Control · Mathematics 2022-11-22 Andrei Sipos

We apply proof mining methods to analyse a result of Boikanyo and Moro\c{s}anu on the strong convergence of a Halpern-type proximal point algorithm. As a consequence, we obtain quantitative versions of this result, providing uniform…

Optimization and Control · Mathematics 2021-03-01 Laurentiu Leustean , Pedro Pinto

Proximal point algorithm has found many applications, and it has been playing fundamental roles in the understanding, design, and analysis of many first-order methods. In this paper, we derive the tight convergence rate in subgradient norm…

Optimization and Control · Mathematics 2023-01-10 Guoyong Gu , Junfeng Yang

We provide quantitative information in the form of a rate of metastability in the sense of T. Tao and (under a metric regularity assumption) a rate of convergence for an algorithm approximating zeros of differences of maximally monotone…

Functional Analysis · Mathematics 2022-05-05 Nicholas Pischke

In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate…

Numerical Analysis · Mathematics 2019-07-11 Jianchao Bai , Ke Guo , Xiaokai Chang

We study the behavior of the trajectories of a second-order differential equation with vanishing damping, governed by the Yosida regularization of a maximally monotone operator with time-varying index, along with a new {\em Regularized…

Optimization and Control · Mathematics 2017-11-10 Hedy Attouch , Juan Peypouquet

We apply methods of proof mining to obtain uniform quantitative bounds on the strong convergence of the proximal point algorithm for finding minimizers of convex, lower semicontinuous proper functions in CAT(0) spaces. Thus, for uniformly…

Optimization and Control · Mathematics 2018-02-16 Laurentiu Leustean , Andrei Sipos

We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

Optimization and Control · Mathematics 2025-10-14 Nicholas Pischke

We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…

Optimization and Control · Mathematics 2022-03-07 Anis Hamadouche , Yun Wu , Andrew M. Wallace , Joao F. C. Mota

The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…

Optimization and Control · Mathematics 2018-04-19 Laurentiu Leustean , Adriana Nicolae , Andrei Sipos

This paper deals with an inertial proximal algorithm that contains a Tikhonov regularization term, in connection to the minimization problem of a convex lower semicontinuous function $f$. We show that for appropriate Tikhonov regularization…

Optimization and Control · Mathematics 2024-01-09 Szilárd Csaba László

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

We study Tao's finitary viewpoint of convergence in metric spaces, as captured by the notion of metastability. We adopt the perspective of continuous model theory. We show that, in essence, metastable convergence with a given rate is the…

Functional Analysis · Mathematics 2019-02-26 Eduardo Dueñez , José N. Iovino

We investigate the modeling and the numerical solution of machine learning problems with prediction functions which are linear combinations of elements of a possibly infinite-dimensional dictionary. We propose a novel flexible composite…

Statistics Theory · Mathematics 2015-12-03 Patrick L. Combettes , Saverio Salzo , Silvia Villa

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Pingfan Dai , Jiaofen Li

For the inclusion problem involving two maximal monotone operators, under the metric subregularity of the composite operator, we derive the linear convergence of the generalized proximal point algorithm and several splitting algorithms,…

Optimization and Control · Mathematics 2016-09-28 Li Shen , Shaohua Pan

A generalized method of alternating resolvents was introduced by Boikanyo and Moro{\c s}anu as a way to approximate common zeros of two maximal monotone operators. In this paper we analyse the strong convergence of this algorithm under two…

Functional Analysis · Mathematics 2021-02-01 Bruno Dinis , Pedro Pinto
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