Pseudomonotone operators and the Bregman Proximal Point Algorithm

Abstract

To permit the stable solution of ill-posed problems, the Proximal Point Algorithm (PPA) was introduced by Martinet (RIRO 4:154–159, 1970) and further developed by Rockafellar (SIAM J Control Optim 14:877–898, 1976). Later on, the usual proximal distance function was replaced by the more general class of Bregman(-like) functions and related distances; see e.g. Chen and Teboulle (SIAM J Optim 3:538–543, 1993), Eckstein (Math Program 83:113–123, 1998), Kaplan and Tichatschke (Optimization 56(1–2):253–265, 2007), and Solodov and Svaiter (Math Oper Res 25:214–230, 2000). An adequate use of such generalized non-quadratic distance kernels admits to obtain an interior-point-effect, that is, the auxiliary problems may be treated as unconstrained ones. In the above mentioned works and nearly all other works related with this topic it was assumed that the operator of the considered variational inequality is a maximal monotone and paramonotone operator. The approaches of El-Farouq (JOTA 109:311–326, 2001), and Schaible et al. (Taiwan J Math 10(2):497–513, 2006) only need pseudomonotonicity (in the sense of Karamardian in JOTA 18:445–454, 1976); however, they make use of other restrictive assumptions which on the one hand contradict the desired interior-point-effect and on the other hand imply uniqueness of the solution of the problem. The present work points to the discussion of the Bregman algorithm under significantly weaker assumptions, namely pseudomonotonicity [and an additional assumption much less restrictive than the ones used by El-Farouq and Schaible et al. We will be able to show that convergence results known from the monotone case still hold true; some of them will be sharpened or are even new. An interior-point-effect is obtained, and for the generated subproblems we allow inexact solutions by means of a unified use of a summable-error-criterion and an error criterion of fixed-relative-error-type (this combination is also new in the literature).