Abstract
Given an approximation {f_(n)} of a given objective function f, we provide simple and fairly general conditions under which a diagonal proximal point algorithm approximates the value inf f at a reasonable rate. We also perform some numerical tests and present a short survey on finite convergence
Suggested citation
J. Peypouquet. “Asymptotic Convergence to the Optimal Value of Diagonal Proximal Iterations in Convex Minimization.” Journal of Convex Analysis 16 (2009), No. 1, 277–286.
Copyright Heldermann Verlag 2009