Journal of Convex Analysis 16 (2009), No. 1, 277--286
Copyright Heldermann Verlag 2009
Asymptotic Convergence to the Optimal Value of Diagonal Proximal Iterations in Convex Minimization
Juan Peypouquet
Departamento de Matemática, Universidad Técnica Federico Santa María, Avenida España 1680, Valparaíso, Chile
juan.peypouquet@usm.cl
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.
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