Coupling the proximal point algorithm with approximation methods

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Resumen

We study the convergence of a diagonal process for minimizing a closed proper convex function f, in which a proximal point iteration is applied to a sequence of functions approximating f. We prove that, when the approximation is sufficiently fast, and also when it is sufficiently slow, the sequence generated by the method converges toward a minimizer of f. Comparison to previous work is provided through examples in penalty methods for linear programming and Tikhonov regularization.

Idioma originalInglés
Páginas (desde-hasta)581-600
Número de páginas20
PublicaciónJournal of Optimization Theory and Applications
Volumen95
N.º3
DOI
EstadoPublicada - dic. 1997

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