Article ID Journal Published Year Pages File Type
4619301 Journal of Mathematical Analysis and Applications 2009 8 Pages PDF
Abstract

We examine the linear convergence rates of variants of the proximal point method for finding zeros of maximal monotone operators. We begin by showing how metric subregularity is sufficient for local linear convergence to a zero of a maximal monotone operator. This result is then generalized to obtain convergence rates for the problem of finding a common zero of multiple monotone operators by considering randomized and averaged proximal methods.

Related Topics
Physical Sciences and Engineering Mathematics Analysis