INVESTIGADORES
LOTITO Pablo Andres
artículos
Título:
A Class of Inexact Variable Metric Proximal Point Algorithms
Autor/es:
PARENTE L. A.; LOTITO P.A; SOLODOV, M.
Revista:
SIAM JOURNAL ON OPTIMIZATION
Editorial:
SIAM PUBLICATIONS
Referencias:
Año: 2008 vol. 19 p. 240 - 260
ISSN:
1052-6234
Resumen:
For the problem of solving maximal monotone inclusions, we presenta rather general class of algorithms, which contains hybrid inexact proximalpoint methods as a special case and allows for the use of a variable metricin subproblems. The global convergence and local linear rate of convergenceare established under standard assumptions. We demonstrate the advantage ofvariable metric implementation in the case of solving systems of smoothmonotone equations by the proximal Newton method.
