Abstract
In this note, an inertial and relaxed version of a diagonal hybrid projectionproximal point algorithm is considered, in order to find the minimum of a function f approximated by a sequence of functions (in general, smoother than f or taking into account some constraints of the problem). Two convergence theorems are proved under different kind of assumptions, which allows to apply the method in various cases.
Original language | American English |
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Pages (from-to) | 561-574 |
Number of pages | 14 |
Journal | Optimization |
Volume | 59 |
Issue number | 4 |
DOIs | |
State | Published - 1 Jan 2010 |
Keywords
- Diagonal iteration
- Global convergence
- Hybrid method
- Inertial term
- Parametric approximation
- Proximal point
- Relaxation