THE PERTURBED PROXIMAL POINT ALGORITHM AND SOME OF ITS APPLICATIONS

被引:30
|
作者
TOSSINGS, P
机构
[1] Service de Mathématiques Générales, Institut de Mathémathique, Université de Liège, Liège, B-4000
来源
APPLIED MATHEMATICS AND OPTIMIZATION | 1994年 / 29卷 / 02期
关键词
PROXIMAL REGULARIZATION; PERTURBATION; VARIATIONAL CONVERGENCE; CONVEX OPTIMIZATION; VARIATIONAL INCLUSIONS; VARIATIONAL INEQUALITIES;
D O I
10.1007/BF01204180
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Following the works of R. T. Rockafellar, to search for a zero of a maximal monotone operator, and of B. Lemaire, to solve convex optimization problems, we present a perturbed version of the proximal point algorithm. We apply this new algorithm to convex optimization and to variational inclusions or, more particularly, to variational inequalities.
引用
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页码:125 / 159
页数:35
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