Abstract
An approximation method which combines a data perturbation by variational convergence with the proximal point algorithm, is presented. Conditions which guarantee convergence, are provided and an application to the partial inverse method is given.
Similar content being viewed by others
References
Alart P, Lemaire B (1987) Penalization in nonclassical convex programming via variational convergence. To appear in Math. Programming
Attouch H, Wets RJB (1991) Quantitative stability of variational systems: I. The epigraphical distance. Trans Amer Math Soc 328, 2:695–729
Attouch H, Moudafi A, Riahi H (1991) Quantitative stability analysis for maximal monotone operators and semi-groups of contractions, Seminaire d'Analyse Convexe de Montpellier, Vol. 21
Auslender A, Crouzeix JP, Fedit P (1985) Penality-proximal methods in convex programming. To appear in JOTA
Lemaire B (1988) Coupling optimization methods and variational convergence. Trends in Mathematical Optimization, International series of Numerical Mathematics, Vol. 84(C), Birkhäuser Verlag, 163–179
Luque FJ (1984) Asymptotic convergence analysis of the proximal point algorithm. SIAM J Control and Optimization 22:277–293
Martinet B (1972) Algorithmes pour la résolution de problèmes d'optimisation et de minimax. Thèse d'Etat, Université Grenoble
Minty GJ (1978) Monotone nonlinear operators in Hilbert space. Duke Math J 2:341–346
Mouallif K, Tossings P (1987) Une méthode de pénalisation exponentielle associée à une régularisation proximale. Bull Soc Roy Sc de Liège, 56ème année 2:181–190
Moudafi A (1987) Perturbation de la méthode de l'inverse partiel. Publication Avamac 87-05, Université de Perpignan, Vol. II
Opial Z (1967) Weak convergence of the sequence of successive approximations for nonexpansive mappings. Bull Amer Math Soc 73:591–597
Ortega JM, Rheinboldt (1970) Iterative solution of nonlinear equations in several variables. Academic Press, New York
Rockafellar RT (1976) Monotone operators and the proximal point algorithm. SIAM J Control and Optimization, 877–898
Spingarn JE (1983) Partial inverse of a monotone operator. Appl Math Opt 10:247–265
Spingarn JE (1985) Applications of the method of partial inverses to convex programming: decomposition. Math Programming 32:199–223
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Moudafi, A. Coupling proximal methods and variational convergence. ZOR - Methods and Models of Operations Research 38, 269–280 (1993). https://doi.org/10.1007/BF01416609
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01416609