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.
Bibliographical noteFunding 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.
- Diagonal iteration
- Global convergence
- Hybrid method
- Inertial term
- Parametric approximation
- Proximal point