Approximate iterations in Bregman-function-based proximal algorithms
Eckstein, Jonathan

Data: 1998
Resum: This paper establishes convergence of generalized Bregman-function-based proximal point algorithms when the iterates are computed only approximately. The problem being solved is modeled as a general maximal monotone operator, and need not reduce to minimization of a function. The accuracy conditions on the iterates resemble those required for the classical "linear" proximal point algorithm, but are slightly stronger; they should be easier to verify or enforce in practice than conditions given in earlier analyses of approximate generalized proximal methods. Subjects to these practically enforceable accuracy restrictions, convergence is obtained under the same conditions currently established for exact Bregman-function-based proximal methods. .
Drets: Tots els drets reservats
Llengua: Anglès
Document: article ; recerca ; Versió publicada
Matèria: Proximal algorithms ; Bregman functions ; Monotone operators
Publicat a: Mathematical Programming, vol. 83 n. 1 (1998) p. 113-123, ISSN 0025-5610

11 p, 503.4 KB
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