Skip to main content
Log in

A Proximal Point Method in Nonreflexive Banach Spaces

  • Published:
Set-Valued and Variational Analysis Aims and scope Submit manuscript

Abstract

We propose an inexact version of the proximal point method and study its properties in nonreflexive Banach spaces which are duals of separable Banach spaces, both for the problem of minimizing convex functions and of finding zeroes of maximal monotone operators. By using surjectivity results for enlargements of maximal monotone operators, we prove existence of the iterates in both cases. Then we recover most of the convergence properties known to hold in reflexive and smooth Banach spaces for the convex optimization problem. When dealing with zeroes of monotone operators, our convergence result requests that the regularization parameters go to zero, as is the case for standard (non-proximal) regularization schemes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Barbu, V., Precupanu, T.: Convexity and Optimization in Banach Spaces. Reidel, Dordrecht (1986)

    MATH  Google Scholar 

  2. Bregman, L.M.: The relaxation method of finding the common points of convex sets and its application to the solution of problems in convex programming. USSR Comp. Math. Math. Phys. 7, 200–217 (1967)

    Article  Google Scholar 

  3. Burachik, R.S., Iusem, A.N.: Set-valued Mappings and Enlargements of Monotone Operators. Springer, New York (2007)

    Google Scholar 

  4. Burachik, R.S., Scheimberg, S.: A proximal point algorithm for the variational inequality problem in Banach spaces. SIAM J. Control Optim. 39, 1615–1632 (2001)

    MathSciNet  Google Scholar 

  5. Butnariu D., Iusem, A.N.: On a proximal point method for convex optimization in Banach spaces. Numer. Funct. Anal. Optim. 18, 723–744 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  6. Censor, Y., Iusem, A.N., Zenios, S.A.: An interior point method with Bregman functions for the variational inequality problem with paramonotone operators. Math. Program. 81, 373–400 (1998)

    MathSciNet  Google Scholar 

  7. Gossez, J.P.: Opérateurs monotones nonlineaires dans les espaces de Banach nonreflexifs. J. Math. Anal. Appl. 34, 371–395 (1971)

    Article  MATH  MathSciNet  Google Scholar 

  8. Hanke, M., Groetsch, C.W.: Nonstationary iterated Tikhonov regularization. J. Optim. Theory Appl. 98, 37–53 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  9. He, L., Burger, M., Osher, S.: Iterative total variation regularization with non-quadratic fidelity. J. Math. Imaging Vis. 26, 167–184 (2006)

    Article  MathSciNet  Google Scholar 

  10. Iusem, A.N., Gárciga, R.O.: Inexact versions of proximal point and augmented Lagrangian algorithms in Banach spaces. Numer. Funct. Anal. Optim. 22, 609–640 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  11. Kassay, G.: The proximal points algorithm for reflexive Banach spaces. Studia Univ. Babes-Bolyai, Mathematica 30, 9–17 (1985)

    MATH  MathSciNet  Google Scholar 

  12. Marques Alves, M., Svaiter, B.: On the surjectivity properties of perturbations of maximal monotone operators in non-reflexive Banach spaces. JNA (2008, submitted). arXiv:0805.4609v1

  13. Martinet, B.: Régularisation d’inéquations variationnelles par approximations successives. Rev. Francaise Inform. Rech. Oper. 3, 154–179 (1970)

    MathSciNet  Google Scholar 

  14. Meyer, Y.: Oscillatory Patterns in Image Processing and Nonlinear Evolution Equations. University Lecture Series, vol. 22. American Mathematical Society, Providence (2001)

  15. Moreau, J.: Proximité et dualité dans un espace hilbertien. Bull. Soc. math. Fr. 93, 273–299 (1965)

    MATH  MathSciNet  Google Scholar 

  16. Osher, S., Burger, M., Goldfarb, D., Xu, J., Yin, W.: An iterative regularization method for total variation based image restoration. Multiscale Modelling and Simulation 4, 460–489 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  17. Rockafellar, R.T.: On the maximal monotonicity of subdifferential mappings. Pac. J. Math. 33, 209–216 (1970)

    MATH  MathSciNet  Google Scholar 

  18. Rockafellar, R.T.: Monotone operators and the proximal point algorithm in convex programming. SIAM J. Control Optim. 14, 877–898 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  19. Simons, S.: The range of a monotone operator. J. Math. Anal. Appl. 199, 176–201 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  20. Tikhonov, A., Arsenin, V.: Solution of Ill-posed Problems. Wiley, New York (1977)

    Google Scholar 

  21. Zalinescu, C.: Convex Analysis in General Vector Spaces. World Scientific, New Jersey (2002)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Elena Resmerita.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Iusem, A.N., Resmerita, E. A Proximal Point Method in Nonreflexive Banach Spaces. Set-Valued Anal 18, 109–120 (2010). https://doi.org/10.1007/s11228-009-0126-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11228-009-0126-z

Keywords

Mathematics Subject Classifications (2000)

Navigation