An approximation method which combines Tikhonov method with the proximal point algorithm, is presented. Conditions which guarantee the convergence to a particular element of the solution set, are provided. A particular attention is given to the convex and convex-concave optimization cases.
Publié le : 1996-07-05
Classification:
Maximal monotone operator,
Proximal point algorithm,
Tikhonov method,
Resolvent mapping,
Variational convergence,
Convex optimization,
Saddle-value problems,
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{hal-00815513,
author = {Lehdili, N. and Moudafi, Abdellatif},
title = {Combining the proximal algorithm and Tikhonov regularization},
journal = {HAL},
volume = {1996},
number = {0},
year = {1996},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00815513}
}
Lehdili, N.; Moudafi, Abdellatif. Combining the proximal algorithm and Tikhonov regularization. HAL, Tome 1996 (1996) no. 0, . http://gdmltest.u-ga.fr/item/hal-00815513/