A new approximate proximal point algorithm for maximal monotone operator

The problem concerned in this paper is the set-valued equation 0 ∈T(z) where T is a maximal monotone operator. For given xk and βk > 0, some existing approximate proximal point algorithms take xk+1= xk such thatwhere {ηk} is a non-negative summable sequence. Instead of xk+1 = xk , the new iterate of the proposing method is given bywhere Ω is the domain of T and PΩ(·) denotes the projection on Ω. The convergence is proved under a significantly relaxed restriction supk>0 ηk<1.