How good are the proximal point algorithms?
作者:
A.A. Goldstein,
I.B. Russak,
期刊:
Numerical Functional Analysis and Optimization
(Taylor Available online 1987)
卷期:
Volume 9,
issue 7-8
页码: 709-724
ISSN:0163-0563
年代: 1987
DOI:10.1080/01630568708816257
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Proximal point algorithms are applicable to a variety of settings in optimization. See Rockafellar, R.T. (1976), and Spingarn, J.E. (1981) for examples. We consider a simple idealized proximal point algorithm using gradient minimization on C2convex functions. This is compared to the direct use of the same gradient method with an appropriate mollifier. The comparison is made by determining estimates of the costrequired to reduce the function to a given precision E. Our object is to assess the potential efficiency of these algorithms even if we do not know how to realize this potential.
点击下载:
PDF (363KB)
返 回