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math.OC2019★ 1 cited
On the optimal linear convergence factor of the relaxed proximal point algorithm for monotone inclusion problems
Guoyong Gu, Junfeng Yang
Finding a zero of a maximal monotone operator is fundamental in convex optimization and monotone operator theory, and \emph{proximal point algorithm} (PPA) is a primary method for…
math.OC2019★ 4 cited
On the Optimal Ergodic Sublinear Convergence Rate of the Relaxed Proximal Point Algorithm for Variational Inequalities
Guoyong Gu, Junfeng Yang
This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst…