On the proximal point algorithm and its Halpern-type variant for generalized monotone operators in Hilbert space

Artikel

In a recent paper, Bauschke et al. study ρ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document}-comonotonicity as a generalized notion of monotonicity of set-valued operators A in Hilbert space and characterize this condition on A in terms of the averagedness of its resolvent JA.\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$J_A.$$\end{document} In this note we show that this result makes it possible to adapt many proofs of properties of the proximal point algorithm PPA and its strongly convergent Halpern-type variant HPPA to this more general class of operators. This also applies to quantitative results on the rates of convergence or metastability (in the sense of T. Tao). E.g. using this approach we get a simple proof for the convergence of the PPA in the boundedly compact case for ρ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document}-comonotone operators and obtain an effective rate of metastability. If A has a modulus of regularity w.r.t. zerA\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$zer\, A$$\end{document} we also get a rate of convergence to some zero of A even without any compactness assumption. We also study a Halpern-type variant HPPA of the PPA for ρ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document}-comonotone operators, prove its strong convergence (without any compactness or regularity assumption) and give a rate of metastability.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Journal: Optimization Letters ; ISSN: 1862-4480 ; Volume: 16 ; Year: 2021 ; Issue: 2 ; Pages: 611-621 ; Berlin, Heidelberg: Springer

Klassifikation und Themen

• Klassifikation: Mathematik
• Thema: Generalized monotone operators ; Proximal point algorithm ; Halpern-type proximal point algorithm ; Rates of convergence ; Metastability ; Proof mining

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Kohlenbach, Ulrich
• Ereignis: Veröffentlichung
• (wer): Springer
• (wo): Berlin, Heidelberg
• (wann): 2021

Weitere Informationen

• DOI: doi:10.1007/s11590-021-01738-9
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ