A Relative Error Tolerance for a Family of Generalized Proximal Point Methods
نویسندگان
چکیده
We propose a new kind of inexact scheme for a family of generalized proximal point methods for the monotone complementarity problem. These methods, studied by Auslender, Teboulle and Ben-Tiba, converge under the sole assumption of existence of solutions. We prove convergence of our new scheme, as well as discuss its implementability.
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عنوان ژورنال:
- Math. Oper. Res.
دوره 26 شماره
صفحات -
تاریخ انتشار 2001