Testing and Non-linear Preconditioning of the Proximal Point Method

Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple iteration-wise inequality. When applied to fixed point operators, the...

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Bibliographic Details
Published in:	Applied mathematics & optimization Vol. 82; no. 2; pp. 591 - 636
Main Author:	Valkonen, Tuomo
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.10.2020 Springer Nature B.V
Subjects:	Calculus of Variations and Optimal Control; Optimization Control Convergence Fixed points (mathematics) Goal programming Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Methods Numerical and Computational Physics Preconditioning Saddle points Simulation Splitting Systems Theory Theoretical 49M29 65K10 65K15 90C30 90C47
ISSN:	0095-4616, 1432-0606
Online Access:	Get full text
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