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2012 Convergence of a Proximal Point Algorithm for Solving Minimization Problems
Abdelouahed Hamdi, M. A. Noor, A. A. Mukheimer
J. Appl. Math. 2012(SI03): 1-13 (2012). DOI: 10.1155/2012/142862

Abstract

We introduce and consider a proximal point algorithm for solving minimization problems using the technique of Güler. This proximal point algorithm is obtained by substituting the usual quadratic proximal term by a class of convex nonquadratic distance-like functions. It can be seen as an extragradient iterative scheme. We prove the convergence rate of this new proximal point method under mild assumptions. Furthermore, it is shown that this estimate rate is better than the available ones.

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Abdelouahed Hamdi. M. A. Noor. A. A. Mukheimer. "Convergence of a Proximal Point Algorithm for Solving Minimization Problems." J. Appl. Math. 2012 (SI03) 1 - 13, 2012. https://doi.org/10.1155/2012/142862

Information

Published: 2012
First available in Project Euclid: 3 January 2013

zbMATH: 1250.90085
MathSciNet: MR2910919
Digital Object Identifier: 10.1155/2012/142862

Rights: Copyright © 2012 Hindawi

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Vol.2012 • No. SI03 • 2012
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