A Relative Error Tolerance for a Family of Generalized Proximal Point Methods
Published Online:1 Nov 2001https://doi.org/10.1287/moor.26.4.816.10011
Abstract
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.
