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Finite Termination of Inexact Proximal Point Algorithms in Hilbert Spaces.

Authors :
Wang, J.
Li, C.
Yao, J.-C.
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