On the convergence analysis of inexact hybrid extragradient proximal point algorithms for maximal monotone operators

  • Authors:
  • Lu-Chuan Ceng;Jen-Chih Yao

  • Affiliations:
  • Department of Mathematics, Shanghai Normal University, Shanghai 200234, China;Department of Applied Mathematics, National Sun Yat-sen University, 804 Kaohsiung, Taiwan

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

In this paper we introduce general iterative methods for finding zeros of a maximal monotone operator in a Hilbert space which unify two previously studied iterative methods: relaxed proximal point algorithm [H.K. Xu, Iterative algorithms for nonlinear operators, J. London Math Soc. 66 (2002) 240-256] and inexact hybrid extragradient proximal point algorithm [R.S. Burachik, S. Scheimberg, B.F. Svaiter, Robustness of the hybrid extragradient proximal-point algorithm, J. Optim. Theory Appl. 111 (2001) 117-136]. The paper establishes both weak convergence and strong convergence of the methods under suitable assumptions on the algorithm parameters.