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Preconditioned proximal point algorithm
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Mathematics
Area of mathematics
Mathematical optimization
Convex optimization
Monotone operator
Proximal point algorithm
2026-09-28
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Given
a
positive-definite matrix
M
, the preconditioned proximal point
map
is
T
=
(
M
+
F
)
−
1
M
.
(1)
It is firmly nonexpansive in the weighted
inner product
⟨
v
,
w
⟩
M
=
⟨
v
,
Mw
⟩
whenever
F
is
monotone
.
Ancestors
(7)
Proximal point algorithm
Monotone operator
Convex optimization
Mathematical optimization
Area of mathematics
Mathematics
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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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