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An Approximate Proximal Point Algorithm for Maximal Monotone Inclusion Problems

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  • Lingling Huang
  • Sanyang Liu
  • Weifeng Gao

Abstract

This paper presents and analyzes a strongly convergent approximate proximal point algorithm for finding zeros of maximal monotone operators in Hilbert spaces. The proposed method combines the proximal subproblem with a more general correction step which takes advantage of more information on the existing iterations. As applications, convex programming problems and generalized variational inequalities are considered. Some preliminary computational results are reported.

Suggested Citation

  • Lingling Huang & Sanyang Liu & Weifeng Gao, 2011. "An Approximate Proximal Point Algorithm for Maximal Monotone Inclusion Problems," Mathematical Problems in Engineering, Hindawi, vol. 2011, pages 1-15, December.
    • Handle: RePEc:hin:jnlmpe:262073
    DOI: 10.1155/2011/262073
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