Abstract
A regularization method for the proximal point algorithm of finding a zero for a maximal monotone operator in a Hilbert space is proposed. Strong convergence of this algorithm is proved.
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References
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Hong-Kun Xu: Supported in part by NRF
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Xu, HK. A Regularization Method for the Proximal Point Algorithm. J Glob Optim 36, 115–125 (2006). https://doi.org/10.1007/s10898-006-9002-7
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DOI: https://doi.org/10.1007/s10898-006-9002-7
Keywords
- maximal monotone operator
- projection
- proximal point algorithm
- regularization method
- resolvent identity
- strong convergence