SIGMAopt Seminar
4:00 pm
Thursday, 1st Sep 2011
V206, Mathematics Building
• Download Lipschitzian properties of a generalized proximal point algorithm ("The University of Newcastle") [1]
Dr Francisco Aragón Artacho
(CARMA, The University of Newcastle)
Lipschitzian properties of a generalized proximal point algorithm
Basically, a function is Lipschitz continuous if it has a
bounded slope. This notion can be extended to set-valued maps in
different ways. We will mainly focus on one of them: the so-called Aubin
(or Lipschitz-like) property. We will employ this property to analyze
the iterates generated by an iterative method known as the proximal
point algorithm. Specifically, we consider a generalized version of this
algorithm for solving a perturbed inclusion
$$y \in T(x),$$
where $y$ is a perturbation element near 0 and $T$ is a set-valued mapping.
We will analyze the behavior of the convergent iterates generated by the
algorithm and we will show that they inherit the regularity properties
of $T$, and vice versa. We analyze the cases when the mapping $T$ is
metrically regular (the inverse map has the Aubin property) and strongly
regular (the inverse is locally a Lipschitz function). We will not
assume any type of monotonicity.