A class of inexact variable metric proximal point algorithms (2008)
| Venue: | SIAM Journal on Optimization |
| Citations: | 5 - 3 self |
BibTeX
@ARTICLE{Parente08aclass,
author = {L. A. Parente and P. A. Lotito and M. V. Solodov},
title = {A class of inexact variable metric proximal point algorithms},
journal = {SIAM Journal on Optimization},
year = {2008},
pages = {240--260}
}
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Abstract
Abstract. For the problem of solving maximal monotone inclusions, we present a rather general class of algorithms, which contains hybrid inexact proximal point methods as a special case and allows for the use of a variable metric in subproblems. The global convergence and local linear rate of convergence are established under standard assumptions. We demonstrate the advantage of variable metric implementation in the case of solving systems of smooth monotone equations by the proximal Newton method.
