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Finite Termination of Inexact Proximal Point Algorithms in Hilbert Spaces.
- Source :
- Journal of Optimization Theory & Applications; Jul2015, Vol. 166 Issue 1, p188-212, 25p
- Publication Year :
- 2015
-
Abstract
- In the present paper, we study the finite termination of sequences generated by inexact proximal point algorithms for finding zeroes of a maximal monotone (set-valued) operator $$T$$ on a Hilbert space. Under some mild conditions, we get that a sequence generated by inexact proximal point algorithm stops after a finite number of iterations. Our results extend the corresponding results in Rockafellar (SIAM J Control Optim 14:877-898, ). In particular, for optimization problems, our results improve corresponding results in Ferris (Math Progr 50:359-366, ). As applications, we obtain finite termination of projected gradient method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 166
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 103640630
- Full Text :
- https://doi.org/10.1007/s10957-014-0689-1