6533b7d6fe1ef96bd1266f18

RESEARCH PRODUCT

About the finite convergence of the proximal point algorithm

O. LefebvreC. Michelot

subject

Proximal pointFinite convergenceProperty (programming)InverseProximal Gradient MethodsSubderivativeConvex functionAlgorithmSubspace topologyMathematics

description

We study the finite convergence property of the proximal point algorithm applied to the partial inverse, with respect to a subspace, of the subdifferential of a polyhedral convex function. Using examples we show how sufficient conditions providing the finite convergence can be realized and we give a case with non finite termination.

https://doi.org/10.1007/978-3-0348-9297-1_11