Metric subregularity and the proximal point method

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:360

Article

Leventhal, D.

关键词: Monotone operator;    Firmly non-expansive mapping;    Proximal point;    Resolvent;    Metric regularity;    Metric subregularity;    Randomization;   

DOI  :  10.1016/j.jmaa.2009.07.012

来源: Elsevier

【 摘 要 】

We examine the linear convergence rates of variants of the proximal point method for finding zeros of maximal monotone operators. We begin by showing how metric subregularity is sufficient for local linear convergence to a zero of a maximal monotone operator. This result is then generalized to obtain convergence rates for the problem of finding a common zero of multiple monotone operators by considering randomized and averaged proximal methods. (C) 2009 Elsevier Inc. All rights reserved.

【 授权许可】

Free