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

Author(s):  
Ulrich Kohlenbach

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

2021 ◽  
Vol 31 (2) ◽  
pp. 117-124

One of the major problems in the theory of maximal monotone operators is to find a point in the solution set Zer( ), set of zeros of maximal monotone mapping . The problem of finding a zero of a maximal monotone in real Hilbert space has been investigated by many researchers. Rockafellar considered the proximal point algorithm and proved the weak convergence of this algorithm with the maximal monotone operator. Güler gave an example showing that Rockafellar’s proximal point algorithm does not converge strongly in an infinite-dimensional Hilbert space. In this paper, we consider an explicit method that is strong convergence in an infinite-dimensional Hilbert space and a simple variant of the hybrid steepest-descent method, introduced by Yamada. The strong convergence of this method is proved under some mild conditions. Finally, we give an application for the optimization problem and present some numerical experiments to illustrate the effectiveness of the proposed algorithm.


2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
Oganeditse A. Boikanyo

We construct a sequence of proximal iterates that converges strongly (under minimal assumptions) to a common zero of two maximal monotone operators in a Hilbert space. The algorithm introduced in this paper puts together several proximal point algorithms under one frame work. Therefore, the results presented here generalize and improve many results related to the proximal point algorithm which were announced recently in the literature.


2018 ◽  
Vol 2018 ◽  
pp. 1-8
Author(s):  
N. Kaewyong ◽  
L. Kittiratanawasin ◽  
C. Pukdeboon ◽  
K. Sitthithakerngkiet

We modify a hybrid method and a proximal point algorithm to iteratively find a zero point of the sum of two monotone operators and fixed point of nonspreading multivalued mappings in a Hilbert space by using the technique of forward-backward splitting method. The strong convergence theorem is established and the illustrative numerical example is presented on this work. The results of this paper extend and improve some well-known results in the literature.


2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Shuang Wang

Under some weaker conditions, we prove the strong convergence of the sequence generated by a modified regularization method of finding a zero for a maximal monotone operator in a Hilbert space. In addition, an example is also given in order to illustrate the effectiveness of our generalizations. The results presented in this paper can be viewed as the improvement, supplement, and extension of the corresponding results.


2016 ◽  
Vol 103 (1) ◽  
pp. 70-90 ◽  
Author(s):  
HADI KHATIBZADEH ◽  
SAJAD RANJBAR

In this paper, we generalize monotone operators, their resolvents and the proximal point algorithm to complete CAT(0) spaces. We study some properties of monotone operators and their resolvents. We show that the sequence generated by the inexact proximal point algorithm $\unicode[STIX]{x1D6E5}$-converges to a zero of the monotone operator in complete CAT(0) spaces. A strong convergence (convergence in metric) result is also presented. Finally, we consider two important special cases of monotone operators and we prove that they satisfy the range condition (see Section 4 for the definition), which guarantees the existence of the sequence generated by the proximal point algorithm.


2017 ◽  
Vol 20 (02) ◽  
pp. 1750015 ◽  
Author(s):  
Ulrich Kohlenbach ◽  
Laurenţiu Leuştean ◽  
Adriana Nicolae

We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejér monotonicity where the convergence uses the compactness of the underlying set. These quantitative versions are in the form of explicit rates of so-called metastability in the sense of Tao. Our approach covers examples ranging from the proximal point algorithm for maximal monotone operators to various fixed point iterations [Formula: see text] for firmly nonexpansive, asymptotically nonexpansive, strictly pseudo-contractive and other types of mappings. Many of the results hold in a general metric setting with some convexity structure added (so-called [Formula: see text]-hyperbolic spaces). Sometimes uniform convexity is assumed still covering the important class of CAT(0)-spaces due to Gromov.


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