广义单调性与近端点算法

Generalized Monotonicity and the Proximal Point Algorithm

Mathematics of Operations Research · 2025
被引 1
ABS 3

中文导读

研究了当算子满足度量次正则性和次单调性时,近端点算法局部线性收敛到零点的条件,并探讨了次单调性的性质及其与文献中其他概念的联系。

Abstract

We study the proximal point algorithm when the operator of interest is metrically subregular and satisfies a submonotonicity property. The latter property can be viewed as a quantified weakening of the standard definition of a monotone operator. Our main result gives a condition under which locally, the proximal point algorithm generates sequences that are linearly convergent to a zero of the underlying operator. General properties of our notion of submonotonicity are also explored as well as connections to other concepts in the literature. Funding: D. R. Luke was supported in part by the Deutsche Forschungsgemeinschaft [Grants 541767835 and SFB1456/1-432680300]. M. K. Tam was supported in part by the Australian Research Council [Grant DP230101749].

优化算法算子理论变分分析