A Relative Error Tolerance for a Family of Generalized Proximal Point Methods

  • Authors:
  • Regina Sandra Burachik;B. F. Svaiter

  • Affiliations:
  • -;-

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2001

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Abstract

We propose a new kind of inexact scheme for a family of generalized proximal point methods for the monotone complementarity problem. These methods, studied by Auslender, Teboulle, and Ben-Tiba, converge under the sole assumption of existence of solutions. We prove convergence of our new scheme and discuss its implementability.