Explicit Convergence Rate of The Proximal Point Algorithm under R-Continuity

Autor: Le, Ba Khiet, Théra, Michel
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: The paper provides a thorough comparison between R-continuity and other fundamental tools in optimization such as metric regularity, metric subregularity and calmness. We show that R-continuity has some advantages in the convergence rate analysis of algorithms solving optimization problems. We also present some properties of R-continuity and study the explicit convergence rate of the Proximal Point Algorithm (PPA) under the R-continuity.
Databáze: arXiv