A proximal point method for the variational inequality problem in Banach spaces

被引:58
|
作者
Burachik, RS [1 ]
Scheimberg, S [1 ]
机构
[1] Univ Fed Rio de Janeiro, COPPE, IM, BR-21945970 Rio De Janeiro, Brazil
关键词
maximal monotone operators; proximal point algorithm; Banach spaces; convergence; algorithmic scheme;
D O I
10.1137/S0363012998339745
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper we prove well-definedness and weak convergence of the generalized proximal point method when applied to the variational inequality problem in reflexive Banach spaces. The proximal version we consider makes use of Bregman functions, whose original definition for finite dimensional spaces has here been properly extended to our more general framework.
引用
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页码:1633 / 1649
页数:17
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