About the finite convergence of the proximal point algorithm

O. Lefebvre, Christian Michelot · Birkhäuser Basel eBooks · 1988

We study the finite convergence property of the proximal point algorithm applied to the partial inverse, with respect to a subspace, of the subdifferential of a polyhedral convex function. Using examples we show how sufficient conditions providing the finite convergence can be realized and we give a case with non finite termination.

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