The generalized proximal point algorithm with step size 2 is not necessarily convergent.

Min Tao Xiaoming Yuan

Published in: Comput. Optim. Appl. (2018)

Keyphrases

step size
convergence rate
convergence speed
proximal point algorithm
cost function
steepest descent method
stochastic gradient descent
line search
variable step size
faster convergence
dimensionality reduction
markov random field
differential evolution