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Sur l’ordre de convergence de l’algorithme du point proximal perturbé. (On the rate of convergence of the perturbed proximal point algorithm). (French) Zbl 0686.90032

Summary: We suggest a condition to get, for the perturbed proximal point algorithm, a relation which gives an idea on the rate of convergence of the generated sequence.

MSC:

90C25 Convex programming
49M30 Other numerical methods in calculus of variations (MSC2010)
65K05 Numerical mathematical programming methods
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