Journal of convex analysis, Tome 16 (2009) no. 1, pp. 277-286
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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/
@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/}
}
TY - JOUR
AU - J. Peypouquet
TI - Asymptotic Convergence to the Optimal Value of Diagonal Proximal Iterations in Convex Minimization
JO - Journal of convex analysis
PY - 2009
SP - 277
EP - 286
VL - 16
IS - 1
UR - http://geodesic.mathdoc.fr/item/JCA_2009_16_1_JCA_2009_16_1_a14/
ID - JCA_2009_16_1_JCA_2009_16_1_a14
ER -
%0 Journal Article
%A J. Peypouquet
%T Asymptotic Convergence to the Optimal Value of Diagonal Proximal Iterations in Convex Minimization
%J Journal of convex analysis
%D 2009
%P 277-286
%V 16
%N 1
%U http://geodesic.mathdoc.fr/item/JCA_2009_16_1_JCA_2009_16_1_a14/
%F JCA_2009_16_1_JCA_2009_16_1_a14
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.
