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The perturbed proximal point algorithm and some of its applications

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Abstract

Following the works of R. T. Rockafellar, to search for a zero of a maximal monotone operator, and of B. Lemaire, to solve convex optimization problems, we present a perturbed version of the proximal point algorithm. We apply this new algorithm to convex optimization and to variational inclusions or, more particularly, to variational inequalities.

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  1. Service de Mathématiques Générales, Institut de Mathémathique, Université de Liège, 15 avenue des Tilleuls, B-4000, Liège, Belgique

    P. Tossings

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  1. P. Tossings
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Tossings, P. The perturbed proximal point algorithm and some of its applications. Appl Math Optim 29, 125–159 (1994). https://doi.org/10.1007/BF01204180

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