A note on the convergence of an inertial version of a diagonal hybrid projection-point algorithm

Miguel Carrasco, Karine Pichard

Research output: Contribution to journalArticlepeer-review

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 languageAmerican English
Pages (from-to)561-574
Number of pages14
JournalOptimization
Volume59
Issue number4
DOIs
StatePublished - 1 Jan 2010

Keywords

  • Diagonal iteration
  • Global convergence
  • Hybrid method
  • Inertial term
  • Parametric approximation
  • Proximal point
  • Relaxation

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