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

Kohlenbach, Ulrich (2024)
On the proximal point algorithm and its Halpern-type variant for generalized monotone operators in Hilbert space.
In: Optimization Letters, 2022, 16 (2)
doi: 10.26083/tuprints-00023531
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Item Type: Article
Type of entry: Secondary publication
Title: On the proximal point algorithm and its Halpern-type variant for generalized monotone operators in Hilbert space
Language: English
Date: 2 April 2024
Place of Publication: Darmstadt
Year of primary publication: March 2022
Place of primary publication: Berlin ; Heidelberg
Publisher: Springer
Journal or Publication Title: Optimization Letters
Volume of the journal: 16
Issue Number: 2
DOI: 10.26083/tuprints-00023531
Corresponding Links:
Origin: Secondary publication DeepGreen
Abstract:

In a recent paper, Bauschke et al. study ρ-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. 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-comonotone operators and obtain an effective rate of metastability. If A has a modulus of regularity w.r.t. zer A 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-comonotone operators, prove its strong convergence (without any compactness or regularity assumption) and give a rate of metastability.

Uncontrolled Keywords: Generalized monotone operators, Proximal point algorithm, Halpern-type proximal point algorithm, Rates of convergence, Metastability, Proof mining
Status: Publisher's Version
URN: urn:nbn:de:tuda-tuprints-235317
Classification DDC: 500 Science and mathematics > 510 Mathematics
Divisions: 04 Department of Mathematics > Logic
Date Deposited: 02 Apr 2024 11:22
Last Modified: 03 Apr 2024 06:38
SWORD Depositor: Deep Green
URI: https://tuprints.ulb.tu-darmstadt.de/id/eprint/23531
PPN: 516764489
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