SIAM Journal on Control and Optimization, Vol.47, No.4, 2096-2136, 2008
A proximal-projection method for finding zeros of set-valued operators
In this paper we study the convergence of an iterative algorithm for finding zeros with constraints for not necessarily monotone set-valued operators in a reflexive Banach space. This algorithm, which we call the proximal-projection method is, essentially, a fixed point procedure, and our convergence results are based on new generalizations of the Browder's demiclosedness principle. We show how the proximal-projection method can be applied for solving ill-posed variational inequalities and convex optimization problems with data given or computable by approximations only. The convergence properties of the proximal-projection method we establish also allow us to prove that the proximal point method (with Bregman distances), whose convergence was known to occur for maximal monotone operators, still converges when the operator involved in it is monotone with sequentially weakly closed graph.
Keywords:Bregman distance;Bregman projection;D(f)-antiresolvent;D(f)-nonexpansivity pole;D(f)-inverse strongly monotone operator;D(f)-firm operator;D(f)-nonexpansive operator;D(f)-resolvent;firmly nonexpansive operator;Legendre function;maximal monotone operator;monotone operator;nonexpansive operator;proximal mapping;proximal point method;proximal projection method;relative projection;sequentially consistent function;projected subgradient method;Tikhonov-Browder regularization;strongly monotone operator;uniformly convex function;variational inequality