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
Article, Secondary publication, Publisher's Version
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Item Type: | Article |
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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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