Approximate iterations in Bregman-function-based proximal algorithms

• Published in: Mathematical programming Vol. 83; no. 1-3; pp. 113 - 123
• Main Author: Eckstein, Jonathan
• Format: Journal Article
• Language: English
• Published: Heidelberg Springer 01.09.1998; Springer Nature B.V
• Subjects: Algorithms; Applied sciences; Convergence; Exact sciences and technology; Operational research and scientific management; Operational research. Management science; Optimization. Search problems; Monotone operator; Algorithms; Proximal point method; Optimization; Convergence; Bregman function

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...