Inexact proximal point algorithms and descent methods in optimization

作     者：Humes, C Silva, PJS 

作者机构：Univ Sao Paulo Dept Comp Sci BR-05508 Sao Paulo Brazil 

出 版 物：《OPTIMIZATION AND ENGINEERING》 (最优化与工程学)

年 卷 期：2005年第6卷第2期

页      面：257-271页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 08[工学] 0701[理学-数学] 

基　　金：Fundação de Amparo à Pesquisa do Estado de São Paulo, FAPESP, (96/09939-0) Conselho Nacional de Desenvolvimento Científico e Tecnológico, CNPq 

主　　题：proximal methods convex programming monotone operators 

摘      要：Proximal point methods have been used by the optimization community to analyze different algorithms like multiplier methods for constrained optimization, and bundle methods for nonsmooth problems. This paper aims to be an introduction to the theory of proximal algorithms borrowing ideas from descent methods for unconstrained optimization. This new viewpoint allows Lis to present a simple and natural convergence proof. We also improve slightly the results from Solodov and Svaiter (1999).