[en] During the last years, different modifications were introduced in the proximal point algorithm devloped by R.T. Rockafellar for searching a zero of a maximal monotone operator on a real Hilbert space. We combine these modifications to get a new version of this algorithm. We take simultaneously into account a variable metric, a perturbation and a kind of relaxation. Our work takes place in the context of the variational convergence theory.
Disciplines :
Mathematics
Author, co-author :
Alexandre, Patrick
Nguyen, Van Hien
Tossings, Patricia ; Université de Liège - ULiège > Département d'aérospatiale et mécanique > Mathématiques générales
Language :
English
Title :
The Perturbed Generalized Proximal Point Algorithm
Publication date :
1998
Journal title :
ESAIM: Mathematical Modelling and Numerical Analysis
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