Explicit Convergence Rate of The Proximal Point Algorithm under R-Continuity
Optimization and Control
2024-08-20 v1
Abstract
The paper provides a thorough comparison between R-continuity and other fundamental tools in optimization such as metric regularity, metric subregularity and calmness. We show that R-continuity has some advantages in the convergence rate analysis of algorithms solving optimization problems. We also present some properties of R-continuity and study the explicit convergence rate of the Proximal Point Algorithm (PPA) under the R-continuity.
Cite
@article{arxiv.2408.09139,
title = {Explicit Convergence Rate of The Proximal Point Algorithm under R-Continuity},
author = {Ba Khiet Le and Michel Théra},
journal= {arXiv preprint arXiv:2408.09139},
year = {2024}
}