Applied Mathematics and Optimization, Vol.29, No.2, 125-159, 1994
The Perturbed Proximal Point Algorithm and Some of Its Applications
Following the works of R. T. Rockafellar, to search for a zero of a maximal monotone operator, and of B. Lemaire, to solve convex optimization problems, we present a perturbed version of the proximal point algorithm. We apply this new algorithm to convex optimization and to variational inclusions or, more particularly, to variational inequalities.