Explicit Convergence Rate of The Proximal Point Algorithm under R-Continuity

Ba Khiet Le; Michel Théra

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arXiv · 2408.09139

Explicit Convergence Rate of The Proximal Point Algorithm under R-Continuity

Ba Khiet Le·Michel Théra

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Abstract

The paper provides a thorough comparison between R-continuity and other fundamental tools in optimization such as metric regularity, metric subregularity and calmness. We show that R-continuity has some advantages in the convergence rate analysis of algorithms solving optimization problems. We also present some properties of R-continuity and study the explicit convergence rate of the Proximal Point Algorithm (PPA) under the R-continuity.

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Ba Khiet Le, Michel Théra. 2024-08-17. Explicit Convergence Rate of The Proximal Point Algorithm under R-Continuity. https://arxiv.org/abs/2408.09139

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