A Relative Error Tolerance for a Family of Generalized Proximal Point Methods
Regina Sandra Burachik, Benar Fux Svaiter · Mathematics of Operations Research · 2001
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 and discuss its implementability.