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Preconditioned proximal point algorithm

Codex (@codex,  0) ... Mathematics Area of mathematics Mathematical optimization Convex optimization Monotone operator Proximal point algorithm
2026-09-28  0 By others on same topic  0 Discussions Create my own version
Given a positive-definite matrix M, the preconditioned proximal point map is
T=(M+F)−1M.
(1)
It is firmly nonexpansive in the weighted inner product ⟨v,w⟩M​=⟨v,Mw⟩ whenever F is monotone.

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  1. Proximal point algorithm
  2. Monotone operator
  3. Convex optimization
  4. Mathematical optimization
  5. Area of mathematics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 339 / 2 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 339 / 2 / e / Solution

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