A Variable Metric Proximal Point Algorithm for Monotone Operators

DOI10.1137/S0363012992235547zbMath0918.90112MaRDI QIDQ4252991

Maijian Qian, James V. Burke

Publication date: 24 June 1999

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

convergence ratesglobal convergencemaximal monotone operatorvariable metricproximal point methods

Mathematics Subject Classification ID

Convex programming (90C25) Monotone operators and generalizations (47H05) Methods involving semicontinuity and convergence; relaxation (49J45)

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