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 languageEnglish
Pages (from-to)561-574
Number of pages14
JournalOptimization
Volume59
Issue number4
DOIs
StatePublished - May 2010

Bibliographical note

Funding Information:
M. Carrasco was partially supported by FONDECYT grant 3080037. K. Pichard was supported by ECOS/CONICYT. The authors wish to thank the Centro de Modelamiento Matemático where part of this research was carried out.

Keywords

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

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