Asymptotic Convergence Analysis of The Proximal Point Algorithm for Metrically Regular Mappings
5th International Workshop on Computational Intelligence & Applications Proceedings : IWCIA 2009
270-273 頁
2009-11 発行
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この文献の参照には次のURLをご利用ください : https://ir.lib.hiroshima-u.ac.jp/00028451
| ファイル情報(添付) | |
| タイトル ( eng ) |
Asymptotic Convergence Analysis of The Proximal Point Algorithm for Metrically Regular Mappings
|
| 作成者 |
Matsushita Shin-ya
Xu Li
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| 収録物名 |
5th International Workshop on Computational Intelligence & Applications Proceedings : IWCIA 2009
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| 開始ページ | 270 |
| 終了ページ | 273 |
| 抄録 |
This paper studies convergence properties of the proximal point algorithm when applied to a certain class of nonmonotone set-valued mappings. We consider an algorithm for solving an inclusion 0 ∈ T(x), where T is a metrically regular set-valued mapping acting from Rn into Rm. The algorithm is given by the follwoing iteration: x0 ∈ Rn and
xk+1 = αkxk + (1 - αk)yk, for k = 0, 1, 2, . . ., where {αk} is a sequence in [0, 1] such that αk ≤ ¯α < 1, gk is a Lipschitz mapping from Rn into Rm and yk satisfies the following inclusion 0 ∈ gk(yk) - gk(xk) + T(yk). We prove that if the modulus of regularity of T is sufficiently small then the sequence generated by our algorithm converges to a solution to 0 ∈ T(x). |
| NDC分類 |
技術・工学 [ 500 ]
|
| 言語 |
英語
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| 資源タイプ | 会議発表論文 |
| 出版者 |
IEEE SMC Hiroshima Chapter
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| 発行日 | 2009-11 |
| 権利情報 |
(c) Copyright by IEEE SMC Hiroshima Chapter.
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| 出版タイプ | Version of Record（出版社版。早期公開を含む） |
| アクセス権 | オープンアクセス |
| 収録物識別子 |
[ISSN] 1883-3977
[URI] http://www.hil.hiroshima-u.ac.jp/iwcia/2009/
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