Tight Ergodic Sublinear Convergence Rate of the Relaxed Proximal Point Algorithm for Monotone Variational Inequalities.
Guoyong GuJunfeng YangPublished in: J. Optim. Theory Appl. (2024)
Keyphrases
- convergence rate
- variational inequalities
- primal dual
- proximal point algorithm
- upper bound
- nonlinear complementarity problem
- basis pursuit
- lower bound
- convergence speed
- complementarity problems
- step size
- set valued
- image restoration
- global convergence
- interior point methods
- sensitivity analysis
- denoising
- worst case
- optimal solution
- convex optimization
- gradient method
- convex sets
- compressed sensing
- boundary conditions
- nash equilibrium
- fischer burmeister
- convergence analysis
- fixed point
- special case
- game theory
- image processing