Convergence of the Preconditioned Proximal Point Method and Douglas-Rachford Splitting in the Absence of Monotonicity

Brecht Evens, Puya Latafat, Pieter Pas, Panagiotis Patrinos

Publication date: 5 May 2023

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Set-valued operators (47H04) Numerical methods for variational inequalities and related problems (65K15)

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