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On the proximal point algorithm and its Halpern-type variant for generalized monotone operators in Hilbert space

Authors: Kohlenbach, Ulrich;

On the proximal point algorithm and its Halpern-type variant for generalized monotone operators in Hilbert space

Abstract

AbstractIn a recent paper, Bauschke et al. study $$\rho $$ ρ -comonotonicity as a generalized notion of monotonicity of set-valued operators A in Hilbert space and characterize this condition on A in terms of the averagedness of its resolvent $$J_A.$$ J A . In this note we show that this result makes it possible to adapt many proofs of properties of the proximal point algorithm PPA and its strongly convergent Halpern-type variant HPPA to this more general class of operators. This also applies to quantitative results on the rates of convergence or metastability (in the sense of T. Tao). E.g. using this approach we get a simple proof for the convergence of the PPA in the boundedly compact case for $$\rho $$ ρ -comonotone operators and obtain an effective rate of metastability. If A has a modulus of regularity w.r.t. $$zer\, A$$ z e r A we also get a rate of convergence to some zero of A even without any compactness assumption. We also study a Halpern-type variant HPPA of the PPA for $$\rho $$ ρ -comonotone operators, prove its strong convergence (without any compactness or regularity assumption) and give a rate of metastability.

Country
Germany
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Keywords

ddc:510, Programming in abstract spaces, Convex programming, Rates of convergence, generalized monotone operators, rates of convergence, Variational inequalities, proximal point algorithm, metastability, Metastability, Iterative procedures involving nonlinear operators, proof mining, Generalized monotone operators, Halpern-type proximal point algorithm, Proximal point algorithm, Proof mining

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Top 10%
Average
Top 10%
hybrid