Convergence of a Proximal Point Algorithm for Solving Minimization Problems

We introduce and consider a proximal point algorithm for solving minimization problems using the technique of Güler. This proximal point algorithm is obtained by substituting the usual quadratic proximal term by a class of convex nonquadratic distance-like functions. It can be seen as an extragradie...

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Main Authors: Abdelouahed Hamdi, M. A. Noor, A. A. Mukheimer
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/142862
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author Abdelouahed Hamdi
M. A. Noor
A. A. Mukheimer
author_facet Abdelouahed Hamdi
M. A. Noor
A. A. Mukheimer
author_sort Abdelouahed Hamdi
collection DOAJ
description We introduce and consider a proximal point algorithm for solving minimization problems using the technique of Güler. This proximal point algorithm is obtained by substituting the usual quadratic proximal term by a class of convex nonquadratic distance-like functions. It can be seen as an extragradient iterative scheme. We prove the convergence rate of this new proximal point method under mild assumptions. Furthermore, it is shown that this estimate rate is better than the available ones.
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institution Kabale University
issn 1110-757X
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publishDate 2012-01-01
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record_format Article
series Journal of Applied Mathematics
spelling doaj-art-220854416f8c4fcb8b1a998617fd5ac72025-02-03T00:59:53ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/142862142862Convergence of a Proximal Point Algorithm for Solving Minimization ProblemsAbdelouahed Hamdi0M. A. Noor1A. A. Mukheimer2Department of Mathematics, Prince Sultan University, P.O. Box 66833, Riyadh 11586, Saudi ArabiaMathematics Department, COMSATS Institute of Information Technology, Islamabad, PakistanDepartment of Mathematics, Prince Sultan University, P.O. Box 66833, Riyadh 11586, Saudi ArabiaWe introduce and consider a proximal point algorithm for solving minimization problems using the technique of Güler. This proximal point algorithm is obtained by substituting the usual quadratic proximal term by a class of convex nonquadratic distance-like functions. It can be seen as an extragradient iterative scheme. We prove the convergence rate of this new proximal point method under mild assumptions. Furthermore, it is shown that this estimate rate is better than the available ones.http://dx.doi.org/10.1155/2012/142862
spellingShingle Abdelouahed Hamdi
M. A. Noor
A. A. Mukheimer
Convergence of a Proximal Point Algorithm for Solving Minimization Problems
Journal of Applied Mathematics
title Convergence of a Proximal Point Algorithm for Solving Minimization Problems
title_full Convergence of a Proximal Point Algorithm for Solving Minimization Problems
title_fullStr Convergence of a Proximal Point Algorithm for Solving Minimization Problems
title_full_unstemmed Convergence of a Proximal Point Algorithm for Solving Minimization Problems
title_short Convergence of a Proximal Point Algorithm for Solving Minimization Problems
title_sort convergence of a proximal point algorithm for solving minimization problems
url http://dx.doi.org/10.1155/2012/142862
work_keys_str_mv AT abdelouahedhamdi convergenceofaproximalpointalgorithmforsolvingminimizationproblems
AT manoor convergenceofaproximalpointalgorithmforsolvingminimizationproblems
AT aamukheimer convergenceofaproximalpointalgorithmforsolvingminimizationproblems