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

Tossings, P.

Bull. Soc. R. Sci. Liège 58, No. 6, 459-466 (1989).

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

Keywords:

nondifferentiable convex programming; penelization method; variational convergence; perturbed proximal point algorithm; rate of convergence