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Convergence of a Proximal Point Algorithm for Solving Minimization Problems

Author

Listed:
  • Abdelouahed Hamdi
  • M. A. Noor
  • A. A. Mukheimer

Abstract

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.

Suggested Citation

  • Abdelouahed Hamdi & M. A. Noor & A. A. Mukheimer, 2012. "Convergence of a Proximal Point Algorithm for Solving Minimization Problems," Journal of Applied Mathematics, John Wiley & Sons, vol. 2012(1).
    • Handle: RePEc:wly:jnljam:v:2012:y:2012:i:1:n:142862
    DOI: 10.1155/2012/142862
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    References listed on IDEAS

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