A proximal point method in nonreflexive Banach spaces

Elena Resmerita | Iusem, Alfredo

Keywords: proximal point method | inexact Bregman distance

We propose an inexact version of the proximal point method, and study its properties in nonreflexive Banach spaces which are duals of separable Banach spaces, both for the proble of minimizing convex functions and of finding zeroes of maximal monotone operators. By using surjectivity results for enlargements of maximal monotone operators. we prove existence of the iterates in both cases. Then we recopver most of the convergence properties known to hold in reflexive and smooth Banach spaces for the convex optimization problem. When dealing with zeroes of monotone operators, our convergence results request that the regularization parameters go to zero, as is the case for standard (non-proximal) regularization schemes.

Anexos:

• iusres2nn.pdf