Finite termination of the proximal point algorithm

This paper concerns the notion of a sharp minimum on a set and its relationship to the proximal point algorithm. We give several equivalent definitions of the property and use the notion to prove finite termination of the proximal point algorithm.

Saved in:
Bibliographic Details
Published inMathematical programming Vol. 50; no. 3; pp. 359 - 366
Main Author FERRIS, M. C
Format Journal Article
LanguageEnglish
Published Heidelberg Springer 01.03.1991
Subjects
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Algorithm
Convex programming
Optimization
Mathematical programming
Online AccessGet full text

Cover

More Information
Summary:This paper concerns the notion of a sharp minimum on a set and its relationship to the proximal point algorithm. We give several equivalent definitions of the property and use the notion to prove finite termination of the proximal point algorithm.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0025-5610
1436-4646
DOI:10.1007/bf01594944