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

Contact details are reproduced from the original publication and may be historical.

Juan Peypouquet

Departamento de Matemática, Universidad Técnica Federico Santa María, Avenida España 1680, Valparaíso, Chile

juan.peypouquet@usm.cl

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.