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Combining the proximal algorithm and Tikhonov regularization

Abstract : An approximation method which combines Tikhonov method with the proximal point algorithm, is presented. Conditions which guarantee the convergence to a particular element of the solution set, are provided. A particular attention is given to the convex and convex-concave optimization cases.
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Submitted on : Thursday, April 18, 2013 - 7:19:40 PM
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N. Lehdili, Abdellatif Moudafi. Combining the proximal algorithm and Tikhonov regularization. Optimization, Taylor & Francis, 1996, 37 (3), pp.239-252. ⟨10.1080/02331939608844217⟩. ⟨hal-00815513⟩



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