Geodesic
Asymptotic Convergence to the Optimal Value of Diagonal Proximal Iterations in Convex Minimization
Journal of convex analysis, Tome 16 (2009) no. 1, pp. 277-286 Cet article a éte moissonné depuis la source Heldermann Verlag

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Given an approximation {fn} of a given objective function f, we provide simple and fairly general conditions under which a diagonal proximal point algorithm approximates the value inf f at a reasonable rate. We also perform some numerical tests and present a short survey on finite convergence. 
@article{JCA_2009_16_1_JCA_2009_16_1_a14,
     author = {J. Peypouquet},
     title = {Asymptotic {Convergence} to the {Optimal} {Value} of {Diagonal} {Proximal} {Iterations} in {Convex} {Minimization}},
     journal = {Journal of convex analysis},
     pages = {277--286},
     year = {2009},
     volume = {16},
     number = {1},
     url = {http://geodesic.mathdoc.fr/item/JCA_2009_16_1_JCA_2009_16_1_a14/}
}
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J. Peypouquet. Asymptotic Convergence to the Optimal Value of Diagonal Proximal Iterations in Convex Minimization. Journal of convex analysis, Tome 16 (2009) no. 1, pp. 277-286. http://geodesic.mathdoc.fr/item/JCA_2009_16_1_JCA_2009_16_1_a14/