Generalized Monotonicity and the Proximal Point Algorithm
We study the proximal point algorithm when the operator of interest is metrically subregular and satisfies a submonotonicity property. The latter property can be viewed as a quantified weakening of the standard definition of a monotone operator. Our main result gives a condition under which locally, the proximal point algorithm generates sequences that are linearly convergent to a zero of the underlying operator. General properties of our notion of submonotonicity are also explored as well as connections to other concepts in the literature. Funding: D. R. Luke was supported in part by the Deutsche Forschungsgemeinschaft [Grants 541767835 and SFB1456/1-432680300]. M. K. Tam was supported in part by the Australian Research Council [Grant DP230101749].
Authors
- Matthew K. Tam (ORCID: https://orcid.org/0000-0002-3654-6553)
- D. Lüke (ORCID: https://orcid.org/0000-0002-4508-7360)
Institutions
- The University of Melbourne (AU)
- University of Göttingen (DE)
Publication Details
- Journal
- Mathematics of Operations Research
- Published
- 2025-11-21
- DOI
- https://doi.org/10.1287/moor.2025.0863
- Citations
- 1
- Primary Topic
- Optimization and Variational Analysis
- Type
- article
- Field-Weighted Citation Impact
- 1.50